ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 16-Jun-2020
Day Change Summary
Previous Current
15-Jun-2020 16-Jun-2020 Change Change % Previous Week
Open 125-175 125-135 -0-040 -0.1% 124-235
High 125-210 125-160 -0-050 -0.1% 125-205
Low 125-128 125-098 -0-030 -0.1% 124-228
Close 125-158 125-128 -0-030 -0.1% 125-160
Range 0-082 0-062 -0-020 -24.2% 0-298
ATR 0-087 0-085 -0-002 -2.0% 0-000
Volume 588,229 781,750 193,521 32.9% 3,648,359
Daily Pivots for day following 16-Jun-2020
Classic Woodie Camarilla DeMark
R4 125-316 125-284 125-162
R3 125-253 125-222 125-145
R2 125-191 125-191 125-139
R1 125-159 125-159 125-133 125-144
PP 125-128 125-128 125-128 125-121
S1 125-097 125-097 125-122 125-081
S2 125-066 125-066 125-116
S3 125-003 125-034 125-110
S4 124-261 124-292 125-093
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
5 125-210 125-030 0-180 0.4% 0-080 0.2% 54% False False 738,326
10 125-210 124-180 1-030 0.9% 0-099 0.2% 76% False False 785,252
20 125-228 124-180 1-048 0.9% 0-081 0.2% 73% False False 838,905
40 125-250 124-180 1-070 1.0% 0-079 0.2% 69% False False 437,929
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-106
2.618 126-004
1.618 125-261
1.000 125-222
0.618 125-199
HIGH 125-160
0.618 125-136
0.500 125-129
0.382 125-121
LOW 125-098
0.618 125-059
1.000 125-035
1.618 124-316
2.618 124-254
4.250 124-152
Fisher Pivots for day following 16-Jun-2020
Pivot 1 day 3 day
R1 125-129 125-154
PP 125-128 125-145
S1 125-128 125-136

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

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