ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 28-Apr-2020
Day Change Summary
Previous Current
27-Apr-2020 28-Apr-2020 Change Change % Previous Week
Open 125-068 125-078 0-010 0.0% 125-122
High 125-070 125-092 0-022 0.1% 125-195
Low 125-015 125-012 -0-002 0.0% 125-048
Close 125-022 125-080 0-058 0.1% 125-090
Range 0-055 0-080 0-025 45.5% 0-148
ATR
Volume 7,835 4,065 -3,770 -48.1% 13,999
Daily Pivots for day following 28-Apr-2020
Classic Woodie Camarilla DeMark
R4 125-302 125-271 125-124
R3 125-222 125-191 125-102
R2 125-142 125-142 125-095
R1 125-111 125-111 125-087 125-126
PP 125-062 125-062 125-062 125-069
S1 125-031 125-031 125-073 125-046
S2 124-302 124-302 125-065
S3 124-222 124-271 125-058
S4 124-142 124-191 125-036
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 126-233 126-149 125-171
R3 126-086 126-002 125-131
R2 125-258 125-258 125-117
R1 125-174 125-174 125-104 125-142
PP 125-111 125-111 125-111 125-095
S1 125-027 125-027 125-076 124-315
S2 124-283 124-283 125-063
S3 124-136 124-199 125-049
S4 123-308 124-052 125-009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-155 125-012 0-142 0.4% 0-064 0.2% 47% False True 4,893
10 125-195 125-010 0-185 0.5% 0-082 0.2% 38% False False 5,133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-112
2.618 125-302
1.618 125-222
1.000 125-172
0.618 125-142
HIGH 125-092
0.618 125-062
0.500 125-052
0.382 125-043
LOW 125-012
0.618 124-283
1.000 124-252
1.618 124-203
2.618 124-123
4.250 123-312
Fisher Pivots for day following 28-Apr-2020
Pivot 1 day 3 day
R1 125-071 125-072
PP 125-062 125-063
S1 125-052 125-055

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

View Archives - Comment on this page... - Back to Index of Symbols