ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 08-Jun-2020
Day Change Summary
Previous Current
05-Jun-2020 08-Jun-2020 Change Change % Previous Week
Open 125-025 124-235 -0-110 -0.3% 125-212
High 125-055 124-315 -0-060 -0.1% 125-228
Low 124-180 124-228 0-048 0.1% 124-180
Close 124-238 124-278 0-040 0.1% 124-238
Range 0-195 0-088 -0-108 -55.1% 1-048
ATR 0-086 0-086 0-000 0.1% 0-000
Volume 1,159,525 653,105 -506,420 -43.7% 3,906,065
Daily Pivots for day following 08-Jun-2020
Classic Woodie Camarilla DeMark
R4 125-216 125-174 125-006
R3 125-128 125-087 124-302
R2 125-041 125-041 124-294
R1 124-319 124-319 124-286 125-020
PP 124-273 124-273 124-273 124-284
S1 124-232 124-232 124-269 124-252
S2 124-186 124-186 124-261
S3 124-098 124-144 124-253
S4 124-011 124-057 124-229
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
5 125-212 124-180 1-032 0.9% 0-110 0.3% 28% False False 796,480
10 125-228 124-180 1-048 0.9% 0-090 0.2% 27% False False 1,033,653
20 125-232 124-180 1-052 0.9% 0-080 0.2% 26% False False 649,455
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-047
2.618 125-224
1.618 125-137
1.000 125-082
0.618 125-049
HIGH 124-315
0.618 124-282
0.500 124-271
0.382 124-261
LOW 124-228
0.618 124-173
1.000 124-140
1.618 124-086
2.618 123-318
4.250 123-176
Fisher Pivots for day following 08-Jun-2020
Pivot 1 day 3 day
R1 124-275 124-302
PP 124-273 124-294
S1 124-271 124-286

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

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