ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 23-Jul-2020
Day Change Summary
Previous Current
22-Jul-2020 23-Jul-2020 Change Change % Previous Week
Open 125-315 125-295 -0-020 0.0% 125-265
High 125-315 125-310 -0-005 0.0% 125-305
Low 125-290 125-290 0-000 0.0% 125-245
Close 125-300 125-302 0-002 0.0% 125-282
Range 0-025 0-020 -0-005 -20.0% 0-060
ATR
Volume 3,291 4,472 1,181 35.9% 5,510
Daily Pivots for day following 23-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-041 126-032 125-314
R3 126-021 126-012 125-308
R2 126-001 126-001 125-306
R1 125-312 125-312 125-304 125-316
PP 125-301 125-301 125-301 125-303
S1 125-292 125-292 125-301 125-296
S2 125-281 125-281 125-299
S3 125-261 125-272 125-297
S4 125-241 125-252 125-292
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-138 126-110 125-316
R3 126-078 126-050 125-299
R2 126-018 126-018 125-294
R1 125-310 125-310 125-288 126-004
PP 125-278 125-278 125-278 125-284
S1 125-250 125-250 125-277 125-264
S2 125-218 125-218 125-272
S3 125-158 125-190 125-266
S4 125-098 125-130 125-250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-315 125-275 0-040 0.1% 0-026 0.1% 69% False False 2,062
10 126-002 125-245 0-078 0.2% 0-032 0.1% 74% False False 1,519
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 0-004
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 126-075
2.618 126-042
1.618 126-022
1.000 126-010
0.618 126-002
HIGH 125-310
0.618 125-302
0.500 125-300
0.382 125-298
LOW 125-290
0.618 125-278
1.000 125-270
1.618 125-258
2.618 125-238
4.250 125-205
Fisher Pivots for day following 23-Jul-2020
Pivot 1 day 3 day
R1 125-302 125-301
PP 125-301 125-299
S1 125-300 125-298

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

View Archives - Comment on this page... - Back to Index of Symbols