ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 26-Jun-2020
Day Change Summary
Previous Current
25-Jun-2020 26-Jun-2020 Change Change % Previous Week
Open 125-160 125-165 0-005 0.0% 125-170
High 125-192 125-228 0-035 0.1% 125-228
Low 125-158 125-162 0-005 0.0% 125-122
Close 125-172 125-218 0-045 0.1% 125-218
Range 0-035 0-065 0-030 85.7% 0-105
ATR 0-070 0-069 0-000 -0.5% 0-000
Volume 504,442 499,353 -5,089 -1.0% 2,499,574
Daily Pivots for day following 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 126-078 126-052 125-253
R3 126-012 125-308 125-235
R2 125-268 125-268 125-229
R1 125-242 125-242 125-223 125-255
PP 125-202 125-202 125-202 125-209
S1 125-178 125-178 125-212 125-190
S2 125-138 125-138 125-206
S3 125-072 125-112 125-200
S4 125-008 125-048 125-182
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 126-184 126-146 125-275
R3 126-079 126-041 125-246
R2 125-294 125-294 125-237
R1 125-256 125-256 125-227 125-275
PP 125-189 125-189 125-189 125-199
S1 125-151 125-151 125-208 125-170
S2 125-084 125-084 125-198
S3 124-299 125-046 125-189
S4 124-194 124-261 125-160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-228 125-122 0-105 0.3% 0-049 0.1% 90% True False 499,914
10 125-228 125-098 0-130 0.3% 0-054 0.1% 92% True False 533,640
20 125-228 124-180 1-048 0.9% 0-075 0.2% 97% True False 644,541
40 125-250 124-180 1-070 1.0% 0-075 0.2% 92% False False 536,197
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-184
2.618 126-078
1.618 126-013
1.000 125-292
0.618 125-268
HIGH 125-228
0.618 125-203
0.500 125-195
0.382 125-187
LOW 125-162
0.618 125-122
1.000 125-098
1.618 125-057
2.618 124-312
4.250 124-206
Fisher Pivots for day following 26-Jun-2020
Pivot 1 day 3 day
R1 125-210 125-203
PP 125-202 125-189
S1 125-195 125-175

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

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