ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 04-Aug-2020
Day Change Summary
Previous Current
03-Aug-2020 04-Aug-2020 Change Change % Previous Week
Open 126-090 126-080 -0-010 0.0% 125-310
High 126-100 126-125 0-025 0.1% 126-098
Low 126-065 126-075 0-010 0.0% 125-265
Close 126-070 126-118 0-048 0.1% 126-088
Range 0-035 0-050 0-015 42.9% 0-152
ATR 0-039 0-040 0-001 3.0% 0-000
Volume 1,071 2,200 1,129 105.4% 13,026
Daily Pivots for day following 04-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-256 126-237 126-145
R3 126-206 126-187 126-131
R2 126-156 126-156 126-127
R1 126-137 126-137 126-122 126-146
PP 126-106 126-106 126-106 126-111
S1 126-087 126-087 126-113 126-096
S2 126-056 126-056 126-108
S3 126-006 126-037 126-104
S4 125-276 125-307 126-090
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
5 126-125 125-308 0-138 0.3% 0-046 0.1% 95% True False 2,063
10 126-125 125-265 0-180 0.4% 0-039 0.1% 96% True False 2,627
20 126-125 125-230 0-215 0.5% 0-037 0.1% 97% True False 1,703
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-018
2.618 126-256
1.618 126-206
1.000 126-175
0.618 126-156
HIGH 126-125
0.618 126-106
0.500 126-100
0.382 126-094
LOW 126-075
0.618 126-044
1.000 126-025
1.618 125-314
2.618 125-264
4.250 125-182
Fisher Pivots for day following 04-Aug-2020
Pivot 1 day 3 day
R1 126-112 126-106
PP 126-106 126-095
S1 126-100 126-084

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

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