ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 01-Sep-2020
Day Change Summary
Previous Current
31-Aug-2020 01-Sep-2020 Change Change % Previous Week
Open 125-282 125-288 0-005 0.0% 125-272
High 125-298 125-305 0-008 0.0% 125-288
Low 125-258 125-265 0-008 0.0% 125-180
Close 125-292 125-302 0-010 0.0% 125-275
Range 0-040 0-040 0-000 0.0% 0-108
ATR 0-056 0-055 -0-001 -2.0% 0-000
Volume 103,682 35,365 -68,317 -65.9% 8,415,861
Daily Pivots for day following 01-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-091 126-077 126-004
R3 126-051 126-037 125-314
R2 126-011 126-011 125-310
R1 125-317 125-317 125-306 126-004
PP 125-291 125-291 125-291 125-294
S1 125-277 125-277 125-299 125-284
S2 125-251 125-251 125-295
S3 125-211 125-237 125-292
S4 125-171 125-197 125-280
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
5 125-305 125-180 0-125 0.3% 0-064 0.2% 98% True False 972,210
10 125-308 125-180 0-128 0.3% 0-055 0.1% 96% False False 1,058,797
20 126-078 125-180 0-218 0.5% 0-056 0.1% 56% False False 797,694
40 126-078 125-180 0-218 0.5% 0-050 0.1% 56% False False 610,808
60 126-078 124-278 1-120 1.1% 0-054 0.1% 78% False False 598,334
80 126-078 124-180 1-218 1.3% 0-061 0.2% 82% False False 611,115
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0-014
Fibonacci Retracements and Extensions
4.250 126-155
2.618 126-090
1.618 126-050
1.000 126-025
0.618 126-010
HIGH 125-305
0.618 125-290
0.500 125-285
0.382 125-280
LOW 125-265
0.618 125-240
1.000 125-225
1.618 125-200
2.618 125-160
4.250 125-095
Fisher Pivots for day following 01-Sep-2020
Pivot 1 day 3 day
R1 125-297 125-282
PP 125-291 125-262
S1 125-285 125-242

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

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