ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 16-Jul-2020
Day Change Summary
Previous Current
15-Jul-2020 16-Jul-2020 Change Change % Previous Week
Open 125-218 125-235 0-018 0.0% 125-238
High 125-255 125-270 0-015 0.0% 125-285
Low 125-208 125-230 0-022 0.1% 125-178
Close 125-242 125-258 0-015 0.0% 125-222
Range 0-048 0-040 -0-008 -15.8% 0-108
ATR 0-059 0-058 -0-001 -2.3% 0-000
Volume 356,583 320,471 -36,112 -10.1% 2,217,999
Daily Pivots for day following 16-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-052 126-035 125-280
R3 126-012 125-315 125-268
R2 125-292 125-292 125-265
R1 125-275 125-275 125-261 125-284
PP 125-252 125-252 125-252 125-257
S1 125-235 125-235 125-254 125-244
S2 125-212 125-212 125-250
S3 125-172 125-195 125-246
S4 125-132 125-155 125-236
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% 69% False False 394,623
10 125-285 125-168 0-118 0.3% 0-052 0.1% 77% False False 412,631
20 125-285 125-108 0-178 0.4% 0-052 0.1% 85% False False 469,811
40 125-285 124-180 1-105 1.1% 0-066 0.2% 94% False False 665,206
60 125-285 124-180 1-105 1.1% 0-069 0.2% 94% False False 458,041
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 126-120
2.618 126-055
1.618 126-015
1.000 125-310
0.618 125-295
HIGH 125-270
0.618 125-255
0.500 125-250
0.382 125-245
LOW 125-230
0.618 125-205
1.000 125-190
1.618 125-165
2.618 125-125
4.250 125-060
Fisher Pivots for day following 16-Jul-2020
Pivot 1 day 3 day
R1 125-255 125-251
PP 125-252 125-245
S1 125-250 125-239

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

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