ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 29-Jun-2020
Day Change Summary
Previous Current
26-Jun-2020 29-Jun-2020 Change Change % Previous Week
Open 125-165 125-218 0-052 0.1% 125-170
High 125-228 125-262 0-035 0.1% 125-228
Low 125-162 125-205 0-042 0.1% 125-122
Close 125-218 125-248 0-030 0.1% 125-218
Range 0-065 0-058 -0-008 -11.5% 0-105
ATR 0-069 0-068 -0-001 -1.2% 0-000
Volume 499,353 502,197 2,844 0.6% 2,499,574
Daily Pivots for day following 29-Jun-2020
Classic Woodie Camarilla DeMark
R4 126-091 126-067 125-279
R3 126-033 126-009 125-263
R2 125-296 125-296 125-258
R1 125-272 125-272 125-253 125-284
PP 125-238 125-238 125-238 125-244
S1 125-214 125-214 125-242 125-226
S2 125-181 125-181 125-237
S3 125-123 125-157 125-232
S4 125-066 125-099 125-216
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
5 125-262 125-122 0-140 0.3% 0-051 0.1% 89% True False 522,994
10 125-262 125-098 0-165 0.4% 0-052 0.1% 91% True False 525,037
20 125-262 124-180 1-082 1.0% 0-075 0.2% 96% True False 640,812
40 125-262 124-180 1-082 1.0% 0-075 0.2% 96% True False 548,655
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-187
2.618 126-093
1.618 126-036
1.000 126-000
0.618 125-298
HIGH 125-262
0.618 125-241
0.500 125-234
0.382 125-227
LOW 125-205
0.618 125-169
1.000 125-148
1.618 125-112
2.618 125-054
4.250 124-281
Fisher Pivots for day following 29-Jun-2020
Pivot 1 day 3 day
R1 125-243 125-235
PP 125-238 125-222
S1 125-234 125-210

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

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