ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 06-Jul-2020
Day Change Summary
Previous Current
02-Jul-2020 06-Jul-2020 Change Change % Previous Week
Open 125-192 125-238 0-045 0.1% 125-218
High 125-240 125-245 0-005 0.0% 125-272
Low 125-168 125-178 0-010 0.0% 125-168
Close 125-225 125-205 -0-020 0.0% 125-225
Range 0-072 0-068 -0-005 -6.9% 0-105
ATR 0-067 0-067 0-000 0.1% 0-000
Volume 438,459 405,619 -32,840 -7.5% 2,312,367
Daily Pivots for day following 06-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-092 126-056 125-242
R3 126-024 125-308 125-224
R2 125-277 125-277 125-217
R1 125-241 125-241 125-211 125-225
PP 125-209 125-209 125-209 125-201
S1 125-173 125-173 125-199 125-158
S2 125-142 125-142 125-193
S3 125-074 125-106 125-186
S4 125-007 125-038 125-168
Weekly Pivots for week ending 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-217 126-166 125-283
R3 126-112 126-061 125-254
R2 126-007 126-007 125-244
R1 125-276 125-276 125-235 125-301
PP 125-222 125-222 125-222 125-234
S1 125-171 125-171 125-215 125-196
S2 125-117 125-117 125-206
S3 125-012 125-066 125-196
S4 124-227 124-281 125-167
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-272 125-168 0-105 0.3% 0-060 0.2% 36% False False 543,597
10 125-272 125-122 0-150 0.4% 0-055 0.1% 55% False False 521,756
20 125-272 124-228 1-045 0.9% 0-064 0.2% 82% False False 585,137
40 125-272 124-180 1-092 1.0% 0-073 0.2% 84% False False 601,773
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 0-011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-212
2.618 126-102
1.618 126-034
1.000 125-312
0.618 125-287
HIGH 125-245
0.618 125-219
0.500 125-211
0.382 125-203
LOW 125-178
0.618 125-136
1.000 125-110
1.618 125-068
2.618 125-001
4.250 124-211
Fisher Pivots for day following 06-Jul-2020
Pivot 1 day 3 day
R1 125-211 125-206
PP 125-209 125-206
S1 125-207 125-205

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

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