ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 04-Jun-2020
Day Change Summary
Previous Current
03-Jun-2020 04-Jun-2020 Change Change % Previous Week
Open 125-170 125-080 -0-090 -0.2% 125-155
High 125-172 125-105 -0-068 -0.2% 125-210
Low 125-055 125-012 -0-042 -0.1% 125-078
Close 125-070 125-032 -0-038 -0.1% 125-200
Range 0-118 0-092 -0-025 -21.3% 0-132
ATR 0-077 0-078 0-001 1.4% 0-000
Volume 888,604 786,053 -102,551 -11.5% 5,777,366
Daily Pivots for day following 04-Jun-2020
Classic Woodie Camarilla DeMark
R4 126-008 125-272 125-083
R3 125-235 125-180 125-058
R2 125-142 125-142 125-049
R1 125-088 125-088 125-041 125-069
PP 125-050 125-050 125-050 125-041
S1 124-315 124-315 125-024 124-296
S2 124-278 124-278 125-016
S3 124-185 124-222 125-007
S4 124-092 124-130 124-302
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
5 125-228 125-012 0-215 0.5% 0-080 0.2% 9% False True 739,055
10 125-228 125-012 0-215 0.5% 0-071 0.2% 9% False True 1,002,447
20 125-250 125-012 0-238 0.6% 0-079 0.2% 8% False True 561,673
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-178
2.618 126-027
1.618 125-255
1.000 125-198
0.618 125-162
HIGH 125-105
0.618 125-070
0.500 125-059
0.382 125-048
LOW 125-012
0.618 124-275
1.000 124-240
1.618 124-183
2.618 124-090
4.250 123-259
Fisher Pivots for day following 04-Jun-2020
Pivot 1 day 3 day
R1 125-059 125-112
PP 125-050 125-086
S1 125-041 125-059

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

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