ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 23-Jun-2020
Day Change Summary
Previous Current
22-Jun-2020 23-Jun-2020 Change Change % Previous Week
Open 125-170 125-130 -0-040 -0.1% 125-175
High 125-180 125-168 -0-012 0.0% 125-210
Low 125-132 125-122 -0-010 0.0% 125-098
Close 125-142 125-158 0-015 0.0% 125-155
Range 0-048 0-045 -0-002 -5.3% 0-112
ATR 0-076 0-074 -0-002 -2.9% 0-000
Volume 386,798 525,787 138,989 35.9% 2,836,829
Daily Pivots for day following 23-Jun-2020
Classic Woodie Camarilla DeMark
R4 125-284 125-266 125-182
R3 125-239 125-221 125-170
R2 125-194 125-194 125-166
R1 125-176 125-176 125-162 125-185
PP 125-149 125-149 125-149 125-154
S1 125-131 125-131 125-153 125-140
S2 125-104 125-104 125-149
S3 125-059 125-086 125-145
S4 125-014 125-041 125-133
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
5 125-180 125-108 0-072 0.2% 0-049 0.1% 69% False False 475,887
10 125-210 125-030 0-180 0.4% 0-064 0.2% 71% False False 607,106
20 125-228 124-180 1-048 0.9% 0-079 0.2% 81% False False 738,993
40 125-250 124-180 1-070 1.0% 0-077 0.2% 76% False False 496,872
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 True
Bull Hook False
Stretch 0-017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-039
2.618 125-285
1.618 125-240
1.000 125-212
0.618 125-195
HIGH 125-168
0.618 125-150
0.500 125-145
0.382 125-140
LOW 125-122
0.618 125-095
1.000 125-078
1.618 125-050
2.618 125-005
4.250 124-251
Fisher Pivots for day following 23-Jun-2020
Pivot 1 day 3 day
R1 125-153 125-153
PP 125-149 125-148
S1 125-145 125-144

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

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