ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 28-Aug-2020
Day Change Summary
Previous Current
27-Aug-2020 28-Aug-2020 Change Change % Previous Week
Open 125-240 125-202 -0-038 -0.1% 125-272
High 125-288 125-288 0-000 0.0% 125-288
Low 125-202 125-180 -0-022 -0.1% 125-180
Close 125-215 125-275 0-060 0.1% 125-275
Range 0-085 0-108 0-022 26.5% 0-108
ATR 0-053 0-057 0-004 7.3% 0-000
Volume 1,577,154 659,564 -917,590 -58.2% 8,415,861
Daily Pivots for day following 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-250 126-210 126-014
R3 126-142 126-102 125-305
R2 126-035 126-035 125-295
R1 125-315 125-315 125-285 126-015
PP 125-248 125-248 125-248 125-258
S1 125-208 125-208 125-265 125-228
S2 125-140 125-140 125-255
S3 125-032 125-100 125-245
S4 124-245 124-312 125-216
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-250 126-210 126-014
R3 126-142 126-102 125-305
R2 126-035 126-035 125-295
R1 125-315 125-315 125-285 126-015
PP 125-248 125-248 125-248 125-258
S1 125-208 125-208 125-265 125-228
S2 125-140 125-140 125-255
S3 125-032 125-100 125-245
S4 124-245 124-312 125-216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-288 125-180 0-108 0.3% 0-068 0.2% 88% True True 1,683,172
10 125-308 125-180 0-128 0.3% 0-054 0.1% 75% False True 1,148,560
20 126-078 125-180 0-218 0.5% 0-057 0.1% 44% False True 836,430
40 126-078 125-178 0-220 0.5% 0-051 0.1% 44% False False 627,925
60 126-078 124-180 1-218 1.3% 0-058 0.1% 77% False False 626,228
80 126-078 124-180 1-218 1.3% 0-063 0.2% 77% False False 610,089
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 127-104
2.618 126-249
1.618 126-141
1.000 126-075
0.618 126-034
HIGH 125-288
0.618 125-246
0.500 125-234
0.382 125-221
LOW 125-180
0.618 125-114
1.000 125-072
1.618 125-006
2.618 124-219
4.250 124-043
Fisher Pivots for day following 28-Aug-2020
Pivot 1 day 3 day
R1 125-261 125-261
PP 125-248 125-248
S1 125-234 125-234

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

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