ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 24-Jun-2020
Day Change Summary
Previous Current
23-Jun-2020 24-Jun-2020 Change Change % Previous Week
Open 125-130 125-145 0-015 0.0% 125-175
High 125-168 125-175 0-008 0.0% 125-210
Low 125-122 125-122 0-000 0.0% 125-098
Close 125-158 125-170 0-012 0.0% 125-155
Range 0-045 0-052 0-008 16.7% 0-112
ATR 0-074 0-072 -0-002 -2.1% 0-000
Volume 525,787 583,194 57,407 10.9% 2,836,829
Daily Pivots for day following 24-Jun-2020
Classic Woodie Camarilla DeMark
R4 125-313 125-294 125-199
R3 125-261 125-242 125-184
R2 125-208 125-208 125-180
R1 125-189 125-189 125-175 125-199
PP 125-156 125-156 125-156 125-161
S1 125-137 125-137 125-165 125-146
S2 125-103 125-103 125-160
S3 125-051 125-084 125-156
S4 124-318 125-032 125-141
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% 0-051 0.1% 86% False False 478,444
10 125-210 125-098 0-112 0.3% 0-054 0.1% 64% False False 579,491
20 125-228 124-180 1-048 0.9% 0-076 0.2% 84% False False 687,155
40 125-250 124-180 1-070 1.0% 0-076 0.2% 79% False False 511,350
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-078
2.618 125-312
1.618 125-260
1.000 125-228
0.618 125-207
HIGH 125-175
0.618 125-155
0.500 125-149
0.382 125-143
LOW 125-122
0.618 125-090
1.000 125-070
1.618 125-038
2.618 124-305
4.250 124-219
Fisher Pivots for day following 24-Jun-2020
Pivot 1 day 3 day
R1 125-163 125-164
PP 125-156 125-158
S1 125-149 125-151

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

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