ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 19-Jun-2020
Day Change Summary
Previous Current
18-Jun-2020 19-Jun-2020 Change Change % Previous Week
Open 125-125 125-135 0-010 0.0% 125-175
High 125-168 125-175 0-008 0.0% 125-210
Low 125-125 125-108 -0-018 0.0% 125-098
Close 125-152 125-155 0-002 0.0% 125-155
Range 0-042 0-068 0-025 58.8% 0-112
ATR 0-079 0-078 -0-001 -1.0% 0-000
Volume 482,992 413,451 -69,541 -14.4% 2,836,829
Daily Pivots for day following 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 126-028 125-319 125-192
R3 125-281 125-252 125-174
R2 125-213 125-213 125-167
R1 125-184 125-184 125-161 125-199
PP 125-146 125-146 125-146 125-153
S1 125-117 125-117 125-149 125-131
S2 125-078 125-078 125-143
S3 125-011 125-049 125-136
S4 124-263 124-302 125-118
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 126-172 126-116 125-217
R3 126-059 126-003 125-186
R2 125-267 125-267 125-176
R1 125-211 125-211 125-165 125-182
PP 125-154 125-154 125-154 125-140
S1 125-098 125-098 125-145 125-070
S2 125-042 125-042 125-134
S3 124-249 124-306 125-124
S4 124-137 124-193 125-093
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% 0-060 0.1% 51% False False 567,365
10 125-210 124-228 0-302 0.8% 0-074 0.2% 82% False False 648,518
20 125-228 124-180 1-048 0.9% 0-080 0.2% 80% False False 846,747
40 125-250 124-180 1-070 1.0% 0-077 0.2% 76% False False 474,343
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-142
2.618 126-032
1.618 125-284
1.000 125-242
0.618 125-217
HIGH 125-175
0.618 125-149
0.500 125-141
0.382 125-133
LOW 125-108
0.618 125-066
1.000 125-040
1.618 124-318
2.618 124-251
4.250 124-141
Fisher Pivots for day following 19-Jun-2020
Pivot 1 day 3 day
R1 125-150 125-150
PP 125-146 125-146
S1 125-141 125-141

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

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