ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 25-Jun-2020
Day Change Summary
Previous Current
24-Jun-2020 25-Jun-2020 Change Change % Previous Week
Open 125-145 125-160 0-015 0.0% 125-175
High 125-175 125-192 0-018 0.0% 125-210
Low 125-122 125-158 0-035 0.1% 125-098
Close 125-170 125-172 0-002 0.0% 125-155
Range 0-052 0-035 -0-018 -33.3% 0-112
ATR 0-072 0-070 -0-003 -3.7% 0-000
Volume 583,194 504,442 -78,752 -13.5% 2,836,829
Daily Pivots for day following 25-Jun-2020
Classic Woodie Camarilla DeMark
R4 125-279 125-261 125-192
R3 125-244 125-226 125-182
R2 125-209 125-209 125-179
R1 125-191 125-191 125-176 125-200
PP 125-174 125-174 125-174 125-179
S1 125-156 125-156 125-169 125-165
S2 125-139 125-139 125-166
S3 125-104 125-121 125-163
S4 125-069 125-086 125-153
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
5 125-192 125-108 0-085 0.2% 0-050 0.1% 76% True False 482,734
10 125-210 125-098 0-112 0.3% 0-053 0.1% 67% False False 544,126
20 125-228 124-180 1-048 0.9% 0-076 0.2% 85% False False 667,010
40 125-250 124-180 1-070 1.0% 0-075 0.2% 80% False False 523,791
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 53 trading days
Fibonacci Retracements and Extensions
4.250 126-021
2.618 125-284
1.618 125-249
1.000 125-228
0.618 125-214
HIGH 125-192
0.618 125-179
0.500 125-175
0.382 125-171
LOW 125-158
0.618 125-136
1.000 125-122
1.618 125-101
2.618 125-066
4.250 125-009
Fisher Pivots for day following 25-Jun-2020
Pivot 1 day 3 day
R1 125-175 125-168
PP 125-174 125-162
S1 125-173 125-158

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

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