ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 22-Jun-2020
Day Change Summary
Previous Current
19-Jun-2020 22-Jun-2020 Change Change % Previous Week
Open 125-135 125-170 0-035 0.1% 125-175
High 125-175 125-180 0-005 0.0% 125-210
Low 125-108 125-132 0-025 0.1% 125-098
Close 125-155 125-142 -0-012 0.0% 125-155
Range 0-068 0-048 -0-020 -29.6% 0-112
ATR 0-078 0-076 -0-002 -2.8% 0-000
Volume 413,451 386,798 -26,653 -6.4% 2,836,829
Daily Pivots for day following 22-Jun-2020
Classic Woodie Camarilla DeMark
R4 125-294 125-266 125-169
R3 125-247 125-218 125-156
R2 125-199 125-199 125-151
R1 125-171 125-171 125-147 125-161
PP 125-152 125-152 125-152 125-147
S1 125-123 125-123 125-138 125-114
S2 125-104 125-104 125-134
S3 125-057 125-076 125-129
S4 125-009 125-028 125-116
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
5 125-180 125-098 0-082 0.2% 0-052 0.1% 55% True False 527,079
10 125-210 124-278 0-252 0.6% 0-070 0.2% 73% False False 621,888
20 125-228 124-180 1-048 0.9% 0-080 0.2% 77% False False 827,770
40 125-250 124-180 1-070 1.0% 0-077 0.2% 72% False False 483,923
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-062
2.618 125-304
1.618 125-257
1.000 125-228
0.618 125-209
HIGH 125-180
0.618 125-162
0.500 125-156
0.382 125-151
LOW 125-132
0.618 125-103
1.000 125-085
1.618 125-056
2.618 125-008
4.250 124-251
Fisher Pivots for day following 22-Jun-2020
Pivot 1 day 3 day
R1 125-156 125-144
PP 125-152 125-143
S1 125-147 125-143

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

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