ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 26-Jun-2020

Day Change Summary
	Previous	Current
	25-Jun-2020	26-Jun-2020	Change	Change %	Previous Week
Open	125-160	125-165	0-005	0.0%	125-170
High	125-192	125-228	0-035	0.1%	125-228
Low	125-158	125-162	0-005	0.0%	125-122
Close	125-172	125-218	0-045	0.1%	125-218
Range	0-035	0-065	0-030	85.7%	0-105
ATR	0-070	0-069	0-000	-0.5%	0-000
Volume	504,442	499,353	-5,089	-1.0%	2,499,574

Daily Pivots for day following 26-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-078	126-052	125-253
R3	126-012	125-308	125-235
R2	125-268	125-268	125-229
R1	125-242	125-242	125-223	125-255
PP	125-202	125-202	125-202	125-209
S1	125-178	125-178	125-212	125-190
S2	125-138	125-138	125-206
S3	125-072	125-112	125-200
S4	125-008	125-048	125-182

Weekly Pivots for week ending 26-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-184	126-146	125-275
R3	126-079	126-041	125-246
R2	125-294	125-294	125-237
R1	125-256	125-256	125-227	125-275
PP	125-189	125-189	125-189	125-199
S1	125-151	125-151	125-208	125-170
S2	125-084	125-084	125-198
S3	124-299	125-046	125-189
S4	124-194	124-261	125-160

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-228	125-122	0-105	0.3%	0-049	0.1%	90%	True	False	499,914
10	125-228	125-098	0-130	0.3%	0-054	0.1%	92%	True	False	533,640
20	125-228	124-180	1-048	0.9%	0-075	0.2%	97%	True	False	644,541
40	125-250	124-180	1-070	1.0%	0-075	0.2%	92%	False	False	536,197

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	126-184
2.618	126-078
1.618	126-013
1.000	125-292
0.618	125-268
HIGH	125-228
0.618	125-203
0.500	125-195
0.382	125-187
LOW	125-162
0.618	125-122
1.000	125-098
1.618	125-057
2.618	124-312
4.250	124-206

Fisher Pivots for day following 26-Jun-2020
Pivot	1 day	3 day
R1	125-210	125-203
PP	125-202	125-189
S1	125-195	125-175

Download as Excel Spreadsheet

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

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