ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 01-Jul-2020
Day Change Summary
Previous Current
30-Jun-2020 01-Jul-2020 Change Change % Previous Week
Open 125-258 125-238 -0-020 0.0% 125-170
High 125-272 125-240 -0-032 -0.1% 125-228
Low 125-225 125-182 -0-042 -0.1% 125-122
Close 125-238 125-192 -0-045 -0.1% 125-218
Range 0-048 0-058 0-010 21.1% 0-105
ATR 0-067 0-066 -0-001 -1.0% 0-000
Volume 730,037 641,674 -88,363 -12.1% 2,499,574
Daily Pivots for day following 01-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-058 126-022 125-224
R3 126-000 125-285 125-208
R2 125-262 125-262 125-203
R1 125-228 125-228 125-198 125-216
PP 125-205 125-205 125-205 125-199
S1 125-170 125-170 125-187 125-159
S2 125-148 125-148 125-182
S3 125-090 125-112 125-177
S4 125-032 125-055 125-161
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
5 125-272 125-158 0-115 0.3% 0-052 0.1% 30% False False 575,540
10 125-272 125-108 0-165 0.4% 0-052 0.1% 52% False False 526,992
20 125-272 124-180 1-092 1.0% 0-072 0.2% 81% False False 640,212
40 125-272 124-180 1-092 1.0% 0-074 0.2% 81% False False 581,890
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-164
2.618 126-071
1.618 126-013
1.000 125-298
0.618 125-276
HIGH 125-240
0.618 125-218
0.500 125-211
0.382 125-204
LOW 125-182
0.618 125-147
1.000 125-125
1.618 125-089
2.618 125-032
4.250 124-258
Fisher Pivots for day following 01-Jul-2020
Pivot 1 day 3 day
R1 125-211 125-228
PP 125-205 125-216
S1 125-199 125-204

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

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