ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 03-Sep-2020
Day Change Summary
Previous Current
02-Sep-2020 03-Sep-2020 Change Change % Previous Week
Open 125-305 125-308 0-002 0.0% 125-272
High 125-308 126-018 0-030 0.1% 125-288
Low 125-280 125-285 0-005 0.0% 125-180
Close 125-300 126-008 0-028 0.1% 125-275
Range 0-028 0-052 0-025 90.9% 0-108
ATR 0-053 0-053 0-000 0.0% 0-000
Volume 9,164 12,574 3,410 37.2% 8,415,861
Daily Pivots for day following 03-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-154 126-133 126-036
R3 126-102 126-081 126-022
R2 126-049 126-049 126-017
R1 126-028 126-028 126-012 126-039
PP 125-317 125-317 125-317 126-002
S1 125-296 125-296 126-003 125-306
S2 125-264 125-264 125-318
S3 125-212 125-243 125-313
S4 125-159 125-191 125-299
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
5 126-018 125-180 0-158 0.4% 0-054 0.1% 94% True False 164,069
10 126-018 125-180 0-158 0.4% 0-054 0.1% 94% True False 932,680
20 126-055 125-180 0-195 0.5% 0-054 0.1% 76% False False 752,708
40 126-078 125-180 0-218 0.5% 0-050 0.1% 68% False False 589,077
60 126-078 125-098 0-300 0.7% 0-051 0.1% 77% False False 573,148
80 126-078 124-180 1-218 1.3% 0-059 0.1% 87% False False 609,515
100 126-078 124-180 1-218 1.3% 0-064 0.2% 87% False False 490,993
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-241
2.618 126-155
1.618 126-102
1.000 126-070
0.618 126-050
HIGH 126-018
0.618 125-317
0.500 125-311
0.382 125-305
LOW 125-285
0.618 125-253
1.000 125-232
1.618 125-200
2.618 125-148
4.250 125-062
Fisher Pivots for day following 03-Sep-2020
Pivot 1 day 3 day
R1 126-002 125-319
PP 125-317 125-310
S1 125-311 125-301

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

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