ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 03-Aug-2020
Day Change Summary
Previous Current
31-Jul-2020 03-Aug-2020 Change Change % Previous Week
Open 126-065 126-090 0-025 0.1% 125-310
High 126-098 126-100 0-002 0.0% 126-098
Low 126-042 126-065 0-022 0.1% 125-265
Close 126-088 126-070 -0-018 0.0% 126-088
Range 0-055 0-035 -0-020 -36.4% 0-152
ATR 0-039 0-039 0-000 -0.8% 0-000
Volume 2,955 1,071 -1,884 -63.8% 13,026
Daily Pivots for day following 03-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-183 126-162 126-089
R3 126-148 126-127 126-080
R2 126-113 126-113 126-076
R1 126-092 126-092 126-073 126-085
PP 126-078 126-078 126-078 126-075
S1 126-057 126-057 126-067 126-050
S2 126-043 126-043 126-064
S3 126-008 126-022 126-060
S4 125-293 125-307 126-051
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 127-181 127-127 126-171
R3 127-028 126-294 126-129
R2 126-196 126-196 126-115
R1 126-142 126-142 126-101 126-169
PP 126-043 126-043 126-043 126-057
S1 125-309 125-309 126-074 126-016
S2 125-211 125-211 126-060
S3 125-058 125-157 126-046
S4 124-226 125-004 126-004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-100 125-265 0-155 0.4% 0-048 0.1% 81% True False 2,506
10 126-100 125-265 0-155 0.4% 0-037 0.1% 81% True False 2,506
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-249
2.618 126-192
1.618 126-157
1.000 126-135
0.618 126-122
HIGH 126-100
0.618 126-087
0.500 126-082
0.382 126-078
LOW 126-065
0.618 126-043
1.000 126-030
1.618 126-008
2.618 125-293
4.250 125-236
Fisher Pivots for day following 03-Aug-2020
Pivot 1 day 3 day
R1 126-082 126-067
PP 126-078 126-064
S1 126-074 126-061

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

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