ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 06-Aug-2020
Day Change Summary
Previous Current
05-Aug-2020 06-Aug-2020 Change Change % Previous Week
Open 126-078 126-018 -0-060 -0.1% 125-252
High 126-078 126-072 -0-005 0.0% 126-052
Low 126-020 126-015 -0-005 0.0% 125-225
Close 126-030 126-040 0-010 0.0% 126-040
Range 0-058 0-058 0-000 0.0% 0-148
ATR 0-050 0-050 0-001 1.1% 0-000
Volume 504,659 416,810 -87,849 -17.4% 2,538,390
Daily Pivots for day following 06-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-215 126-185 126-072
R3 126-158 126-128 126-056
R2 126-100 126-100 126-051
R1 126-070 126-070 126-045 126-085
PP 126-042 126-042 126-042 126-050
S1 126-012 126-012 126-035 126-028
S2 125-305 125-305 126-029
S3 125-248 125-275 126-024
S4 125-190 125-218 126-008
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 127-122 127-068 126-121
R3 126-294 126-241 126-081
R2 126-147 126-147 126-067
R1 126-093 126-093 126-054 126-120
PP 125-319 125-319 125-319 126-012
S1 125-266 125-266 126-026 125-292
S2 125-172 125-172 126-013
S3 125-024 125-118 125-319
S4 124-197 124-291 125-279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-078 125-318 0-080 0.2% 0-052 0.1% 53% False False 513,443
10 126-078 125-225 0-172 0.4% 0-049 0.1% 78% False False 476,420
20 126-078 125-198 0-200 0.5% 0-046 0.1% 81% False False 425,445
40 126-078 125-098 0-300 0.7% 0-050 0.1% 88% False False 483,368
60 126-078 124-180 1-218 1.3% 0-061 0.2% 93% False False 561,784
80 126-078 124-180 1-218 1.3% 0-066 0.2% 93% False False 425,564
Crabel Price Patterns
NR False
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 0-008
Fibonacci Retracements and Extensions
4.250 126-317
2.618 126-223
1.618 126-166
1.000 126-130
0.618 126-108
HIGH 126-072
0.618 126-051
0.500 126-044
0.382 126-037
LOW 126-015
0.618 125-299
1.000 125-278
1.618 125-242
2.618 125-184
4.250 125-091
Fisher Pivots for day following 06-Aug-2020
Pivot 1 day 3 day
R1 126-044 126-046
PP 126-042 126-044
S1 126-041 126-042

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

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