ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 05-May-2020
Day Change Summary
Previous Current
04-May-2020 05-May-2020 Change Change % Previous Week
Open 125-112 125-078 -0-035 -0.1% 125-068
High 125-122 125-092 -0-030 -0.1% 125-145
Low 125-070 125-035 -0-035 -0.1% 125-012
Close 125-092 125-075 -0-018 0.0% 125-068
Range 0-052 0-058 0-005 9.5% 0-132
ATR 0-080 0-078 -0-002 -2.0% 0-000
Volume 7,656 34,665 27,009 352.8% 25,679
Daily Pivots for day following 05-May-2020
Classic Woodie Camarilla DeMark
R4 125-240 125-215 125-107
R3 125-182 125-158 125-091
R2 125-125 125-125 125-086
R1 125-100 125-100 125-080 125-084
PP 125-068 125-068 125-068 125-059
S1 125-042 125-042 125-070 125-026
S2 125-010 125-010 125-064
S3 124-272 124-305 125-059
S4 124-215 124-248 125-043
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
5 125-145 125-035 0-110 0.3% 0-064 0.2% 36% False True 11,220
10 125-155 125-012 0-142 0.4% 0-064 0.2% 44% False False 8,056
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-017
2.618 125-243
1.618 125-186
1.000 125-150
0.618 125-128
HIGH 125-092
0.618 125-071
0.500 125-064
0.382 125-057
LOW 125-035
0.618 124-319
1.000 124-298
1.618 124-262
2.618 124-204
4.250 124-111
Fisher Pivots for day following 05-May-2020
Pivot 1 day 3 day
R1 125-071 125-086
PP 125-068 125-082
S1 125-064 125-079

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

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