ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 31-Aug-2020
Day Change Summary
Previous Current
28-Aug-2020 31-Aug-2020 Change Change % Previous Week
Open 125-202 125-282 0-080 0.2% 125-272
High 125-288 125-298 0-010 0.0% 125-288
Low 125-180 125-258 0-078 0.2% 125-180
Close 125-275 125-292 0-018 0.0% 125-275
Range 0-108 0-040 -0-068 -62.8% 0-108
ATR 0-057 0-056 -0-001 -2.1% 0-000
Volume 659,564 103,682 -555,882 -84.3% 8,415,861
Daily Pivots for day following 31-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-082 126-068 125-314
R3 126-042 126-028 125-304
R2 126-002 126-002 125-300
R1 125-308 125-308 125-296 125-315
PP 125-282 125-282 125-282 125-286
S1 125-268 125-268 125-289 125-275
S2 125-242 125-242 125-285
S3 125-202 125-228 125-282
S4 125-162 125-188 125-270
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
5 125-298 125-180 0-118 0.3% 0-067 0.2% 96% True False 1,451,150
10 125-308 125-180 0-128 0.3% 0-054 0.1% 88% False False 1,103,734
20 126-078 125-180 0-218 0.5% 0-057 0.1% 52% False False 817,897
40 126-078 125-180 0-218 0.5% 0-050 0.1% 52% False False 620,377
60 126-078 124-228 1-170 1.2% 0-055 0.1% 79% False False 608,630
80 126-078 124-180 1-218 1.3% 0-062 0.2% 80% False False 611,075
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-013
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 126-148
2.618 126-082
1.618 126-042
1.000 126-018
0.618 126-002
HIGH 125-298
0.618 125-282
0.500 125-278
0.382 125-273
LOW 125-258
0.618 125-233
1.000 125-218
1.618 125-193
2.618 125-153
4.250 125-088
Fisher Pivots for day following 31-Aug-2020
Pivot 1 day 3 day
R1 125-288 125-275
PP 125-282 125-257
S1 125-278 125-239

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

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