ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 07-Jul-2020
Day Change Summary
Previous Current
06-Jul-2020 07-Jul-2020 Change Change % Previous Week
Open 125-238 125-210 -0-028 -0.1% 125-218
High 125-245 125-242 -0-002 0.0% 125-272
Low 125-178 125-202 0-025 0.1% 125-168
Close 125-205 125-222 0-018 0.0% 125-225
Range 0-068 0-040 -0-028 -40.7% 0-105
ATR 0-067 0-065 -0-002 -2.9% 0-000
Volume 405,619 418,117 12,498 3.1% 2,312,367
Daily Pivots for day following 07-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-022 126-002 125-244
R3 125-302 125-282 125-234
R2 125-262 125-262 125-230
R1 125-242 125-242 125-226 125-252
PP 125-222 125-222 125-222 125-228
S1 125-202 125-202 125-219 125-212
S2 125-182 125-182 125-215
S3 125-142 125-162 125-212
S4 125-102 125-122 125-200
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% 0-057 0.1% 52% False False 526,781
10 125-272 125-122 0-150 0.4% 0-054 0.1% 67% False False 524,887
20 125-272 124-278 0-315 0.8% 0-062 0.2% 84% False False 573,388
40 125-272 124-180 1-092 1.0% 0-071 0.2% 88% False False 611,421
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 126-092
2.618 126-027
1.618 125-307
1.000 125-282
0.618 125-267
HIGH 125-242
0.618 125-227
0.500 125-222
0.382 125-218
LOW 125-202
0.618 125-178
1.000 125-162
1.618 125-138
2.618 125-098
4.250 125-032
Fisher Pivots for day following 07-Jul-2020
Pivot 1 day 3 day
R1 125-222 125-217
PP 125-222 125-212
S1 125-222 125-206

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

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