ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 02-Jul-2020
Day Change Summary
Previous Current
01-Jul-2020 02-Jul-2020 Change Change % Previous Week
Open 125-238 125-192 -0-045 -0.1% 125-170
High 125-240 125-240 0-000 0.0% 125-228
Low 125-182 125-168 -0-015 0.0% 125-122
Close 125-192 125-225 0-032 0.1% 125-218
Range 0-058 0-072 0-015 26.1% 0-105
ATR 0-066 0-067 0-000 0.7% 0-000
Volume 641,674 438,459 -203,215 -31.7% 2,499,574
Daily Pivots for day following 02-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-108 126-079 125-265
R3 126-036 126-007 125-245
R2 125-283 125-283 125-238
R1 125-254 125-254 125-232 125-269
PP 125-211 125-211 125-211 125-218
S1 125-182 125-182 125-218 125-196
S2 125-138 125-138 125-212
S3 125-066 125-109 125-205
S4 124-313 125-037 125-185
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
5 125-272 125-162 0-110 0.3% 0-060 0.1% 57% False False 562,344
10 125-272 125-108 0-165 0.4% 0-055 0.1% 71% False False 522,539
20 125-272 124-180 1-092 1.0% 0-071 0.2% 88% False False 622,832
40 125-272 124-180 1-092 1.0% 0-075 0.2% 88% False False 592,253
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 126-228
2.618 126-110
1.618 126-037
1.000 125-312
0.618 125-285
HIGH 125-240
0.618 125-212
0.500 125-204
0.382 125-195
LOW 125-168
0.618 125-123
1.000 125-095
1.618 125-050
2.618 124-298
4.250 124-179
Fisher Pivots for day following 02-Jul-2020
Pivot 1 day 3 day
R1 125-218 125-223
PP 125-211 125-222
S1 125-204 125-220

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

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