ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 13-Jul-2020
Day Change Summary
Previous Current
10-Jul-2020 13-Jul-2020 Change Change % Previous Week
Open 125-242 125-215 -0-028 -0.1% 125-238
High 125-285 125-240 -0-045 -0.1% 125-285
Low 125-208 125-198 -0-010 0.0% 125-178
Close 125-222 125-222 0-000 0.0% 125-222
Range 0-078 0-042 -0-035 -45.2% 0-108
ATR 0-063 0-062 -0-001 -2.3% 0-000
Volume 503,267 364,921 -138,346 -27.5% 2,217,999
Daily Pivots for day following 13-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-028 126-008 125-246
R3 125-305 125-285 125-234
R2 125-262 125-262 125-230
R1 125-242 125-242 125-226 125-252
PP 125-220 125-220 125-220 125-225
S1 125-200 125-200 125-219 125-210
S2 125-178 125-178 125-215
S3 125-135 125-158 125-211
S4 125-092 125-115 125-199
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-231 126-174 125-282
R3 126-123 126-067 125-252
R2 126-016 126-016 125-242
R1 125-279 125-279 125-232 125-254
PP 125-228 125-228 125-228 125-216
S1 125-172 125-172 125-213 125-146
S2 125-121 125-121 125-203
S3 125-013 125-064 125-193
S4 124-226 124-277 125-163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-285 125-198 0-088 0.2% 0-050 0.1% 29% False True 435,460
10 125-285 125-168 0-118 0.3% 0-055 0.1% 47% False False 489,528
20 125-285 125-098 0-188 0.5% 0-055 0.1% 67% False False 511,584
40 125-285 124-180 1-105 1.1% 0-069 0.2% 85% False False 647,471
60 125-285 124-180 1-105 1.1% 0-071 0.2% 85% False False 439,689
Crabel Price Patterns
NR True
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 0-013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-101
2.618 126-031
1.618 125-309
1.000 125-282
0.618 125-266
HIGH 125-240
0.618 125-224
0.500 125-219
0.382 125-214
LOW 125-198
0.618 125-171
1.000 125-155
1.618 125-129
2.618 125-086
4.250 125-017
Fisher Pivots for day following 13-Jul-2020
Pivot 1 day 3 day
R1 125-221 125-241
PP 125-220 125-235
S1 125-219 125-229

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

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