ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 13-Aug-2020
Day Change Summary
Previous Current
12-Aug-2020 13-Aug-2020 Change Change % Previous Week
Open 125-255 125-218 -0-038 -0.1% 126-055
High 125-272 125-258 -0-015 0.0% 126-078
Low 125-208 125-190 -0-018 0.0% 126-002
Close 125-232 125-198 -0-035 -0.1% 126-010
Range 0-065 0-068 0-002 3.8% 0-075
ATR 0-055 0-056 0-001 1.7% 0-000
Volume 703,232 607,681 -95,551 -13.6% 2,255,541
Daily Pivots for day following 13-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-098 126-055 125-235
R3 126-030 125-308 125-216
R2 125-282 125-282 125-210
R1 125-240 125-240 125-204 125-228
PP 125-215 125-215 125-215 125-209
S1 125-172 125-172 125-191 125-160
S2 125-148 125-148 125-185
S3 125-080 125-105 125-179
S4 125-012 125-038 125-160
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
5 126-055 125-190 0-185 0.5% 0-066 0.2% 4% False True 574,184
10 126-078 125-190 0-208 0.5% 0-059 0.1% 4% False True 543,814
20 126-078 125-190 0-208 0.5% 0-050 0.1% 4% False True 470,335
40 126-078 125-108 0-290 0.7% 0-051 0.1% 31% False False 470,073
60 126-078 124-180 1-218 1.3% 0-060 0.2% 63% False False 600,249
80 126-078 124-180 1-218 1.3% 0-064 0.2% 63% False False 461,115
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-224
2.618 126-114
1.618 126-047
1.000 126-005
0.618 125-299
HIGH 125-258
0.618 125-232
0.500 125-224
0.382 125-216
LOW 125-190
0.618 125-148
1.000 125-122
1.618 125-081
2.618 125-013
4.250 124-223
Fisher Pivots for day following 13-Aug-2020
Pivot 1 day 3 day
R1 125-224 125-260
PP 125-215 125-239
S1 125-206 125-218

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

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