ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 10-Aug-2020
Day Change Summary
Previous Current
07-Aug-2020 10-Aug-2020 Change Change % Previous Week
Open 126-038 126-008 -0-030 -0.1% 126-055
High 126-055 126-045 -0-010 0.0% 126-078
Low 126-002 125-318 -0-005 0.0% 126-002
Close 126-010 126-005 -0-005 0.0% 126-010
Range 0-052 0-048 -0-005 -9.5% 0-075
ATR 0-050 0-050 0-000 -0.4% 0-000
Volume 420,309 359,611 -60,698 -14.4% 2,255,541
Daily Pivots for day following 10-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-158 126-129 126-031
R3 126-111 126-082 126-018
R2 126-063 126-063 126-014
R1 126-034 126-034 126-009 126-025
PP 126-016 126-016 126-016 126-011
S1 125-307 125-307 126-001 125-298
S2 125-288 125-288 125-316
S3 125-241 125-259 125-312
S4 125-193 125-212 125-299
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-255 126-208 126-051
R3 126-180 126-132 126-031
R2 126-105 126-105 126-024
R1 126-058 126-058 126-017 126-044
PP 126-030 126-030 126-030 126-023
S1 125-302 125-302 126-003 125-289
S2 125-275 125-275 125-316
S3 125-200 125-228 125-309
S4 125-125 125-152 125-289
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% 0-054 0.1% 9% False True 428,160
10 126-078 125-225 0-172 0.4% 0-052 0.1% 58% False False 470,507
20 126-078 125-208 0-190 0.5% 0-045 0.1% 62% False False 421,032
40 126-078 125-098 0-300 0.7% 0-050 0.1% 76% False False 466,308
60 126-078 124-180 1-218 1.3% 0-061 0.2% 87% False False 571,992
80 126-078 124-180 1-218 1.3% 0-065 0.2% 87% False False 435,024
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 False
Bear Hook False
Bull Hook False
Stretch 0-008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-247
2.618 126-169
1.618 126-122
1.000 126-092
0.618 126-074
HIGH 126-045
0.618 126-027
0.500 126-021
0.382 126-016
LOW 125-318
0.618 125-288
1.000 125-270
1.618 125-241
2.618 125-193
4.250 125-116
Fisher Pivots for day following 10-Aug-2020
Pivot 1 day 3 day
R1 126-021 126-035
PP 126-016 126-025
S1 126-010 126-015

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

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