ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 01-May-2020
Day Change Summary
Previous Current
30-Apr-2020 01-May-2020 Change Change % Previous Week
Open 125-092 125-105 0-012 0.0% 125-068
High 125-145 125-138 -0-008 0.0% 125-145
Low 125-070 125-062 -0-008 0.0% 125-012
Close 125-112 125-068 -0-045 -0.1% 125-068
Range 0-075 0-075 0-000 0.0% 0-132
ATR 0-082 0-082 -0-001 -0.6% 0-000
Volume 3,104 3,879 775 25.0% 25,679
Daily Pivots for day following 01-May-2020
Classic Woodie Camarilla DeMark
R4 125-314 125-266 125-109
R3 125-239 125-191 125-088
R2 125-164 125-164 125-081
R1 125-116 125-116 125-074 125-102
PP 125-089 125-089 125-089 125-082
S1 125-041 125-041 125-061 125-028
S2 125-014 125-014 125-054
S3 124-259 124-286 125-047
S4 124-184 124-211 125-026
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 126-152 126-082 125-140
R3 126-020 125-270 125-104
R2 125-208 125-208 125-092
R1 125-138 125-138 125-080 125-134
PP 125-075 125-075 125-075 125-073
S1 125-005 125-005 125-055 125-001
S2 124-262 124-262 125-043
S3 124-130 124-192 125-031
S4 123-318 124-060 124-315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-145 125-012 0-132 0.3% 0-068 0.2% 42% False False 5,135
10 125-195 125-012 0-182 0.5% 0-066 0.2% 30% False False 3,967
Crabel Price Patterns
NR False
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 0-018
Fibonacci Retracements and Extensions
4.250 126-136
2.618 126-014
1.618 125-259
1.000 125-212
0.618 125-184
HIGH 125-138
0.618 125-109
0.500 125-100
0.382 125-091
LOW 125-062
0.618 125-016
1.000 124-308
1.618 124-261
2.618 124-186
4.250 124-064
Fisher Pivots for day following 01-May-2020
Pivot 1 day 3 day
R1 125-100 125-104
PP 125-089 125-092
S1 125-078 125-080

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

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