ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 09-Jun-2020
Day Change Summary
Previous Current
08-Jun-2020 09-Jun-2020 Change Change % Previous Week
Open 124-235 124-278 0-042 0.1% 125-212
High 124-315 125-055 0-060 0.2% 125-228
Low 124-228 124-278 0-050 0.1% 124-180
Close 124-278 125-032 0-075 0.2% 124-238
Range 0-088 0-098 0-010 11.4% 1-048
ATR 0-086 0-087 0-001 0.9% 0-000
Volume 653,105 673,601 20,496 3.1% 3,906,065
Daily Pivots for day following 09-Jun-2020
Classic Woodie Camarilla DeMark
R4 125-308 125-268 125-086
R3 125-210 125-170 125-059
R2 125-112 125-112 125-050
R1 125-072 125-072 125-041 125-092
PP 125-015 125-015 125-015 125-025
S1 124-295 124-295 125-024 124-315
S2 124-238 124-238 125-015
S3 124-140 124-198 125-006
S4 124-042 124-100 124-299
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
5 125-172 124-180 0-312 0.8% 0-118 0.3% 55% False False 832,177
10 125-228 124-180 1-048 0.9% 0-093 0.2% 47% False False 870,881
20 125-232 124-180 1-052 0.9% 0-081 0.2% 46% False False 679,736
40 125-250 124-180 1-070 1.0% 0-081 0.2% 44% False False 346,277
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-149
2.618 125-310
1.618 125-213
1.000 125-152
0.618 125-115
HIGH 125-055
0.618 125-018
0.500 125-006
0.382 124-315
LOW 124-278
0.618 124-217
1.000 124-180
1.618 124-120
2.618 124-022
4.250 123-183
Fisher Pivots for day following 09-Jun-2020
Pivot 1 day 3 day
R1 125-024 125-008
PP 125-015 124-302
S1 125-006 124-278

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

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