ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 17-Jun-2020
Day Change Summary
Previous Current
16-Jun-2020 17-Jun-2020 Change Change % Previous Week
Open 125-135 125-132 -0-002 0.0% 124-235
High 125-160 125-158 -0-002 0.0% 125-205
Low 125-098 125-115 0-018 0.0% 124-228
Close 125-128 125-138 0-010 0.0% 125-160
Range 0-062 0-042 -0-020 -32.0% 0-298
ATR 0-085 0-082 -0-003 -3.6% 0-000
Volume 781,750 570,407 -211,343 -27.0% 3,648,359
Daily Pivots for day following 17-Jun-2020
Classic Woodie Camarilla DeMark
R4 125-264 125-243 125-161
R3 125-222 125-201 125-149
R2 125-179 125-179 125-145
R1 125-158 125-158 125-141 125-169
PP 125-137 125-137 125-137 125-142
S1 125-116 125-116 125-134 125-126
S2 125-094 125-094 125-130
S3 125-052 125-073 125-126
S4 125-009 125-031 125-114
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
5 125-210 125-098 0-112 0.3% 0-058 0.1% 36% False False 680,538
10 125-210 124-180 1-030 0.9% 0-092 0.2% 79% False False 753,432
20 125-228 124-180 1-048 0.9% 0-080 0.2% 76% False False 860,600
40 125-250 124-180 1-070 1.0% 0-078 0.2% 71% False False 452,156
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 126-018
2.618 125-269
1.618 125-226
1.000 125-200
0.618 125-184
HIGH 125-158
0.618 125-141
0.500 125-136
0.382 125-131
LOW 125-115
0.618 125-089
1.000 125-072
1.618 125-046
2.618 125-004
4.250 124-254
Fisher Pivots for day following 17-Jun-2020
Pivot 1 day 3 day
R1 125-137 125-154
PP 125-137 125-148
S1 125-136 125-143

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

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