ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 12-Jun-2020
Day Change Summary
Previous Current
11-Jun-2020 12-Jun-2020 Change Change % Previous Week
Open 125-175 125-168 -0-008 0.0% 124-235
High 125-205 125-185 -0-020 0.0% 125-205
Low 125-155 125-132 -0-022 -0.1% 124-228
Close 125-190 125-160 -0-030 -0.1% 125-160
Range 0-050 0-052 0-002 5.0% 0-298
ATR 0-089 0-087 -0-002 -2.5% 0-000
Volume 858,094 604,214 -253,880 -29.6% 3,648,359
Daily Pivots for day following 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 125-317 125-291 125-189
R3 125-264 125-238 125-174
R2 125-212 125-212 125-170
R1 125-186 125-186 125-165 125-172
PP 125-159 125-159 125-159 125-152
S1 125-133 125-133 125-155 125-120
S2 125-107 125-107 125-150
S3 125-054 125-081 125-146
S4 125-002 125-028 125-131
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 128-023 127-229 126-004
R3 127-046 126-252 125-242
R2 126-068 126-068 125-215
R1 125-274 125-274 125-187 126-011
PP 125-091 125-091 125-091 125-119
S1 124-297 124-297 125-133 125-034
S2 124-113 124-113 125-105
S3 123-136 123-319 125-078
S4 122-158 123-022 124-316
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-205 124-228 0-298 0.7% 0-088 0.2% 85% False False 729,671
10 125-228 124-180 1-048 0.9% 0-096 0.2% 82% False False 755,442
20 125-232 124-180 1-052 0.9% 0-084 0.2% 81% False False 783,359
40 125-250 124-180 1-070 1.0% 0-080 0.2% 77% False False 403,741
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 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-088
2.618 126-002
1.618 125-270
1.000 125-238
0.618 125-217
HIGH 125-185
0.618 125-165
0.500 125-159
0.382 125-153
LOW 125-132
0.618 125-100
1.000 125-080
1.618 125-048
2.618 124-315
4.250 124-229
Fisher Pivots for day following 12-Jun-2020
Pivot 1 day 3 day
R1 125-160 125-146
PP 125-159 125-132
S1 125-159 125-118

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

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