ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 18-Aug-2020
Day Change Summary
Previous Current
17-Aug-2020 18-Aug-2020 Change Change % Previous Week
Open 125-238 125-248 0-010 0.0% 126-008
High 125-270 125-278 0-008 0.0% 126-045
Low 125-238 125-240 0-002 0.0% 125-188
Close 125-252 125-262 0-010 0.0% 125-235
Range 0-032 0-038 0-005 15.4% 0-178
ATR 0-054 0-053 -0-001 -2.2% 0-000
Volume 551,942 484,743 -67,199 -12.2% 2,987,465
Daily Pivots for day following 18-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-052 126-035 125-283
R3 126-015 125-318 125-273
R2 125-298 125-298 125-269
R1 125-280 125-280 125-266 125-289
PP 125-260 125-260 125-260 125-264
S1 125-242 125-242 125-259 125-251
S2 125-222 125-222 125-256
S3 125-185 125-205 125-252
S4 125-148 125-168 125-242
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 127-155 127-052 126-013
R3 126-298 126-195 125-284
R2 126-120 126-120 125-268
R1 126-018 126-018 125-251 125-300
PP 125-262 125-262 125-262 125-244
S1 125-160 125-160 125-219 125-122
S2 125-085 125-085 125-202
S3 124-228 124-302 125-186
S4 124-050 124-125 125-137
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-278 125-188 0-090 0.2% 0-052 0.1% 83% True False 576,889
10 126-078 125-188 0-210 0.5% 0-058 0.1% 36% False False 536,592
20 126-078 125-188 0-210 0.5% 0-050 0.1% 36% False False 497,622
40 126-078 125-122 0-275 0.7% 0-050 0.1% 51% False False 477,331
60 126-078 124-180 1-218 1.3% 0-060 0.1% 75% False False 594,144
80 126-078 124-180 1-218 1.3% 0-063 0.2% 75% False False 480,627
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 0-010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-117
2.618 126-056
1.618 126-018
1.000 125-315
0.618 125-301
HIGH 125-278
0.618 125-263
0.500 125-259
0.382 125-254
LOW 125-240
0.618 125-217
1.000 125-202
1.618 125-179
2.618 125-142
4.250 125-081
Fisher Pivots for day following 18-Aug-2020
Pivot 1 day 3 day
R1 125-261 125-252
PP 125-260 125-242
S1 125-259 125-232

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

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