ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 10-Jun-2020
Day Change Summary
Previous Current
09-Jun-2020 10-Jun-2020 Change Change % Previous Week
Open 124-278 125-040 0-082 0.2% 125-212
High 125-055 125-182 0-128 0.3% 125-228
Low 124-278 125-030 0-072 0.2% 124-180
Close 125-032 125-152 0-120 0.3% 124-238
Range 0-098 0-152 0-055 56.4% 1-048
ATR 0-087 0-092 0-005 5.3% 0-000
Volume 673,601 859,345 185,744 27.6% 3,906,065
Daily Pivots for day following 10-Jun-2020
Classic Woodie Camarilla DeMark
R4 126-259 126-198 125-236
R3 126-107 126-046 125-194
R2 125-274 125-274 125-180
R1 125-213 125-213 125-166 125-244
PP 125-122 125-122 125-122 125-137
S1 125-061 125-061 125-139 125-091
S2 124-289 124-289 125-125
S3 124-137 124-228 125-111
S4 123-304 124-076 125-069
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
5 125-182 124-180 1-002 0.8% 0-125 0.3% 91% True False 826,325
10 125-228 124-180 1-048 0.9% 0-098 0.2% 80% False False 794,818
20 125-232 124-180 1-052 0.9% 0-084 0.2% 79% False False 718,617
40 125-250 124-180 1-070 1.0% 0-083 0.2% 75% False False 367,760
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 0-012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-191
2.618 126-262
1.618 126-109
1.000 126-015
0.618 125-277
HIGH 125-182
0.618 125-124
0.500 125-106
0.382 125-088
LOW 125-030
0.618 124-256
1.000 124-198
1.618 124-103
2.618 123-271
4.250 123-022
Fisher Pivots for day following 10-Jun-2020
Pivot 1 day 3 day
R1 125-137 125-117
PP 125-122 125-081
S1 125-106 125-045

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

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