ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 30-Jun-2020
Day Change Summary
Previous Current
29-Jun-2020 30-Jun-2020 Change Change % Previous Week
Open 125-218 125-258 0-040 0.1% 125-170
High 125-262 125-272 0-010 0.0% 125-228
Low 125-205 125-225 0-020 0.0% 125-122
Close 125-248 125-238 -0-010 0.0% 125-218
Range 0-058 0-048 -0-010 -17.4% 0-105
ATR 0-068 0-067 -0-001 -2.2% 0-000
Volume 502,197 730,037 227,840 45.4% 2,499,574
Daily Pivots for day following 30-Jun-2020
Classic Woodie Camarilla DeMark
R4 126-068 126-040 125-264
R3 126-020 125-312 125-251
R2 125-292 125-292 125-246
R1 125-265 125-265 125-242 125-255
PP 125-245 125-245 125-245 125-240
S1 125-218 125-218 125-233 125-208
S2 125-198 125-198 125-229
S3 125-150 125-170 125-224
S4 125-102 125-122 125-211
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
5 125-272 125-122 0-150 0.4% 0-052 0.1% 77% True False 563,844
10 125-272 125-108 0-165 0.4% 0-050 0.1% 79% True False 519,865
20 125-272 124-180 1-092 1.0% 0-075 0.2% 92% True False 652,558
40 125-272 124-180 1-092 1.0% 0-074 0.2% 92% True False 566,715
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 0-012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-154
2.618 126-077
1.618 126-029
1.000 126-000
0.618 125-302
HIGH 125-272
0.618 125-254
0.500 125-249
0.382 125-243
LOW 125-225
0.618 125-196
1.000 125-178
1.618 125-148
2.618 125-101
4.250 125-023
Fisher Pivots for day following 30-Jun-2020
Pivot 1 day 3 day
R1 125-249 125-231
PP 125-245 125-224
S1 125-241 125-218

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

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