ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 05-Jun-2020
Day Change Summary
Previous Current
04-Jun-2020 05-Jun-2020 Change Change % Previous Week
Open 125-080 125-025 -0-055 -0.1% 125-212
High 125-105 125-055 -0-050 -0.1% 125-228
Low 125-012 124-180 -0-152 -0.4% 124-180
Close 125-032 124-238 -0-115 -0.3% 124-238
Range 0-092 0-195 0-102 110.8% 1-048
ATR 0-078 0-086 0-008 10.7% 0-000
Volume 786,053 1,159,525 373,472 47.5% 3,906,065
Daily Pivots for day following 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 126-209 126-098 125-025
R3 126-014 125-223 124-291
R2 125-139 125-139 124-273
R1 125-028 125-028 124-255 124-306
PP 124-264 124-264 124-264 124-243
S1 124-153 124-153 124-220 124-111
S2 124-069 124-069 124-202
S3 123-194 123-278 124-184
S4 122-319 123-083 124-130
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 128-144 127-238 125-120
R3 127-097 126-191 125-019
R2 126-049 126-049 124-305
R1 125-143 125-143 124-271 125-072
PP 125-002 125-002 125-002 124-286
S1 124-096 124-096 124-204 124-025
S2 123-274 123-274 124-170
S3 122-227 123-048 124-136
S4 121-179 122-001 124-035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-228 124-180 1-048 0.9% 0-105 0.3% 16% False True 781,213
10 125-228 124-180 1-048 0.9% 0-087 0.2% 16% False True 1,044,975
20 125-250 124-180 1-070 1.0% 0-081 0.2% 15% False True 618,410
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 0-016
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 127-244
2.618 126-246
1.618 126-051
1.000 125-250
0.618 125-176
HIGH 125-055
0.618 124-301
0.500 124-278
0.382 124-254
LOW 124-180
0.618 124-059
1.000 123-305
1.618 123-184
2.618 122-309
4.250 121-311
Fisher Pivots for day following 05-Jun-2020
Pivot 1 day 3 day
R1 124-278 125-016
PP 124-264 124-303
S1 124-251 124-270

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

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