ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 15-Jun-2020
Day Change Summary
Previous Current
12-Jun-2020 15-Jun-2020 Change Change % Previous Week
Open 125-168 125-175 0-008 0.0% 124-235
High 125-185 125-210 0-025 0.1% 125-205
Low 125-132 125-128 -0-005 0.0% 124-228
Close 125-160 125-158 -0-002 0.0% 125-160
Range 0-052 0-082 0-030 57.1% 0-298
ATR 0-087 0-087 0-000 -0.4% 0-000
Volume 604,214 588,229 -15,985 -2.6% 3,648,359
Daily Pivots for day following 15-Jun-2020
Classic Woodie Camarilla DeMark
R4 126-092 126-048 125-203
R3 126-010 125-285 125-180
R2 125-248 125-248 125-173
R1 125-202 125-202 125-165 125-184
PP 125-165 125-165 125-165 125-156
S1 125-120 125-120 125-150 125-101
S2 125-082 125-082 125-142
S3 125-000 125-038 125-135
S4 124-238 124-275 125-112
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
5 125-210 124-278 0-252 0.6% 0-087 0.2% 79% True False 716,696
10 125-212 124-180 1-032 0.9% 0-098 0.2% 84% False False 756,588
20 125-228 124-180 1-048 0.9% 0-085 0.2% 81% False False 807,340
40 125-250 124-180 1-070 1.0% 0-078 0.2% 76% False False 418,388
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-241
2.618 126-106
1.618 126-023
1.000 125-292
0.618 125-261
HIGH 125-210
0.618 125-178
0.500 125-169
0.382 125-159
LOW 125-128
0.618 125-077
1.000 125-045
1.618 124-314
2.618 124-232
4.250 124-097
Fisher Pivots for day following 15-Jun-2020
Pivot 1 day 3 day
R1 125-169 125-169
PP 125-165 125-165
S1 125-161 125-161

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.