ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 07-May-2020
Day Change Summary
Previous Current
06-May-2020 07-May-2020 Change Change % Previous Week
Open 125-065 125-075 0-010 0.0% 125-068
High 125-078 125-205 0-128 0.3% 125-145
Low 125-015 125-058 0-042 0.1% 125-012
Close 125-062 125-202 0-140 0.3% 125-068
Range 0-062 0-148 0-085 136.0% 0-132
ATR 0-077 0-082 0-005 6.5% 0-000
Volume 23,947 24,790 843 3.5% 25,679
Daily Pivots for day following 07-May-2020
Classic Woodie Camarilla DeMark
R4 126-278 126-228 125-284
R3 126-130 126-080 125-243
R2 125-302 125-302 125-230
R1 125-252 125-252 125-216 125-278
PP 125-155 125-155 125-155 125-168
S1 125-105 125-105 125-189 125-130
S2 125-008 125-008 125-175
S3 124-180 124-278 125-162
S4 124-032 124-130 125-121
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
5 125-205 125-015 0-190 0.5% 0-079 0.2% 99% True False 18,987
10 125-205 125-012 0-192 0.5% 0-070 0.2% 99% True False 12,032
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 127-192
2.618 126-271
1.618 126-124
1.000 126-032
0.618 125-296
HIGH 125-205
0.618 125-149
0.500 125-131
0.382 125-114
LOW 125-058
0.618 124-286
1.000 124-230
1.618 124-139
2.618 123-311
4.250 123-071
Fisher Pivots for day following 07-May-2020
Pivot 1 day 3 day
R1 125-179 125-172
PP 125-155 125-141
S1 125-131 125-110

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

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