ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 02-Sep-2020
Day Change Summary
Previous Current
01-Sep-2020 02-Sep-2020 Change Change % Previous Week
Open 125-288 125-305 0-018 0.0% 125-272
High 125-305 125-308 0-002 0.0% 125-288
Low 125-265 125-280 0-015 0.0% 125-180
Close 125-302 125-300 -0-002 0.0% 125-275
Range 0-040 0-028 -0-012 -31.3% 0-108
ATR 0-055 0-053 -0-002 -3.5% 0-000
Volume 35,365 9,164 -26,201 -74.1% 8,415,861
Daily Pivots for day following 02-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-058 126-047 125-315
R3 126-031 126-019 125-308
R2 126-003 126-003 125-305
R1 125-312 125-312 125-303 125-304
PP 125-296 125-296 125-296 125-292
S1 125-284 125-284 125-297 125-276
S2 125-268 125-268 125-295
S3 125-241 125-257 125-292
S4 125-213 125-229 125-285
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
5 125-308 125-180 0-128 0.3% 0-060 0.1% 94% True False 476,985
10 125-308 125-180 0-128 0.3% 0-054 0.1% 94% True False 994,220
20 126-072 125-180 0-212 0.5% 0-055 0.1% 56% False False 772,920
40 126-078 125-180 0-218 0.5% 0-050 0.1% 55% False False 600,077
60 126-078 125-030 1-048 0.9% 0-053 0.1% 73% False False 587,261
80 126-078 124-180 1-218 1.3% 0-060 0.1% 82% False False 610,379
100 126-078 124-180 1-218 1.3% 0-064 0.2% 82% False False 490,867
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 29 trading days
Fibonacci Retracements and Extensions
4.250 126-104
2.618 126-059
1.618 126-032
1.000 126-015
0.618 126-004
HIGH 125-308
0.618 125-297
0.500 125-294
0.382 125-291
LOW 125-280
0.618 125-263
1.000 125-252
1.618 125-236
2.618 125-208
4.250 125-163
Fisher Pivots for day following 02-Sep-2020
Pivot 1 day 3 day
R1 125-298 125-294
PP 125-296 125-288
S1 125-294 125-282

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

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