ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 05-Aug-2020
Day Change Summary
Previous Current
04-Aug-2020 05-Aug-2020 Change Change % Previous Week
Open 126-080 126-122 0-042 0.1% 125-310
High 126-125 126-122 -0-002 0.0% 126-098
Low 126-075 126-070 -0-005 0.0% 125-265
Close 126-118 126-078 -0-040 -0.1% 126-088
Range 0-050 0-052 0-002 5.0% 0-152
ATR 0-040 0-041 0-001 2.2% 0-000
Volume 2,200 2,851 651 29.6% 13,026
Daily Pivots for day following 05-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-248 126-215 126-106
R3 126-195 126-162 126-092
R2 126-142 126-142 126-087
R1 126-110 126-110 126-082 126-100
PP 126-090 126-090 126-090 126-085
S1 126-058 126-058 126-073 126-048
S2 126-038 126-038 126-068
S3 125-305 126-005 126-063
S4 125-252 125-272 126-049
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
5 126-125 126-022 0-102 0.3% 0-046 0.1% 54% False False 1,847
10 126-125 125-265 0-180 0.4% 0-042 0.1% 74% False False 2,583
20 126-125 125-230 0-215 0.5% 0-040 0.1% 78% False False 1,842
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 3 trading days
Fibonacci Retracements and Extensions
4.250 127-026
2.618 126-260
1.618 126-207
1.000 126-175
0.618 126-155
HIGH 126-122
0.618 126-102
0.500 126-096
0.382 126-090
LOW 126-070
0.618 126-038
1.000 126-018
1.618 125-305
2.618 125-253
4.250 125-167
Fisher Pivots for day following 05-Aug-2020
Pivot 1 day 3 day
R1 126-096 126-095
PP 126-090 126-089
S1 126-084 126-083

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

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