ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 11-Jun-2020
Day Change Summary
Previous Current
10-Jun-2020 11-Jun-2020 Change Change % Previous Week
Open 125-040 125-175 0-135 0.3% 125-212
High 125-182 125-205 0-022 0.1% 125-228
Low 125-030 125-155 0-125 0.3% 124-180
Close 125-152 125-190 0-038 0.1% 124-238
Range 0-152 0-050 -0-102 -67.2% 1-048
ATR 0-092 0-089 -0-003 -3.1% 0-000
Volume 859,345 858,094 -1,251 -0.1% 3,906,065
Daily Pivots for day following 11-Jun-2020
Classic Woodie Camarilla DeMark
R4 126-013 125-312 125-218
R3 125-283 125-262 125-204
R2 125-233 125-233 125-199
R1 125-212 125-212 125-195 125-222
PP 125-183 125-183 125-183 125-189
S1 125-162 125-162 125-185 125-172
S2 125-133 125-133 125-181
S3 125-083 125-112 125-176
S4 125-033 125-062 125-162
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
5 125-205 124-180 1-025 0.9% 0-116 0.3% 96% True False 840,734
10 125-228 124-180 1-048 0.9% 0-098 0.2% 90% False False 789,894
20 125-232 124-180 1-052 0.9% 0-084 0.2% 89% False False 756,825
40 125-250 124-180 1-070 1.0% 0-080 0.2% 85% False False 388,672
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-012
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 126-098
2.618 126-016
1.618 125-286
1.000 125-255
0.618 125-236
HIGH 125-205
0.618 125-186
0.500 125-180
0.382 125-174
LOW 125-155
0.618 125-124
1.000 125-105
1.618 125-074
2.618 125-024
4.250 124-262
Fisher Pivots for day following 11-Jun-2020
Pivot 1 day 3 day
R1 125-187 125-154
PP 125-183 125-118
S1 125-180 125-081

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

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