ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 03-Jun-2020
Day Change Summary
Previous Current
02-Jun-2020 03-Jun-2020 Change Change % Previous Week
Open 125-198 125-170 -0-028 -0.1% 125-155
High 125-212 125-172 -0-040 -0.1% 125-210
Low 125-155 125-055 -0-100 -0.2% 125-078
Close 125-168 125-070 -0-098 -0.2% 125-200
Range 0-058 0-118 0-060 104.3% 0-132
ATR 0-074 0-077 0-003 4.2% 0-000
Volume 495,117 888,604 393,487 79.5% 5,777,366
Daily Pivots for day following 03-Jun-2020
Classic Woodie Camarilla DeMark
R4 126-132 126-058 125-135
R3 126-014 125-261 125-102
R2 125-217 125-217 125-092
R1 125-143 125-143 125-081 125-121
PP 125-099 125-099 125-099 125-088
S1 125-026 125-026 125-059 125-004
S2 124-302 124-302 125-048
S3 124-184 124-228 125-038
S4 124-067 124-111 125-005
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 126-240 126-192 125-273
R3 126-108 126-060 125-236
R2 125-295 125-295 125-224
R1 125-248 125-248 125-212 125-271
PP 125-162 125-162 125-162 125-174
S1 125-115 125-115 125-188 125-139
S2 125-030 125-030 125-176
S3 124-218 124-302 125-164
S4 124-085 124-170 125-127
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-228 125-055 0-172 0.4% 0-072 0.2% 9% False True 763,311
10 125-228 125-055 0-172 0.4% 0-068 0.2% 9% False True 967,768
20 125-250 125-015 0-235 0.6% 0-077 0.2% 23% False False 523,568
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 127-032
2.618 126-160
1.618 126-043
1.000 125-290
0.618 125-245
HIGH 125-172
0.618 125-128
0.500 125-114
0.382 125-100
LOW 125-055
0.618 124-302
1.000 124-258
1.618 124-185
2.618 124-067
4.250 123-196
Fisher Pivots for day following 03-Jun-2020
Pivot 1 day 3 day
R1 125-114 125-141
PP 125-099 125-118
S1 125-085 125-094

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These figures are updated between 7pm and 10pm EST after a trading day.

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