ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 07-Aug-2020
Day Change Summary
Previous Current
06-Aug-2020 07-Aug-2020 Change Change % Previous Week
Open 126-062 126-098 0-035 0.1% 126-090
High 126-118 126-100 -0-018 0.0% 126-125
Low 126-062 126-050 -0-012 0.0% 126-050
Close 126-088 126-052 -0-035 -0.1% 126-052
Range 0-055 0-050 -0-005 -9.1% 0-075
ATR 0-042 0-043 0-001 1.4% 0-000
Volume 3,356 2,833 -523 -15.6% 12,311
Daily Pivots for day following 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-218 126-185 126-080
R3 126-168 126-135 126-066
R2 126-118 126-118 126-062
R1 126-085 126-085 126-057 126-076
PP 126-068 126-068 126-068 126-063
S1 126-035 126-035 126-048 126-026
S2 126-018 126-018 126-043
S3 125-288 125-305 126-039
S4 125-238 125-255 126-025
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-301 126-252 126-094
R3 126-226 126-177 126-073
R2 126-151 126-151 126-066
R1 126-102 126-102 126-059 126-089
PP 126-076 126-076 126-076 126-069
S1 126-027 126-027 126-046 126-014
S2 126-001 126-001 126-039
S3 125-246 125-272 126-032
S4 125-171 125-197 126-011
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-125 126-050 0-075 0.2% 0-048 0.1% 3% False True 2,462
10 126-125 125-265 0-180 0.4% 0-048 0.1% 60% False False 2,533
20 126-125 125-245 0-200 0.5% 0-038 0.1% 64% False False 2,133
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 126-312
2.618 126-231
1.618 126-181
1.000 126-150
0.618 126-131
HIGH 126-100
0.618 126-081
0.500 126-075
0.382 126-069
LOW 126-050
0.618 126-019
1.000 126-000
1.618 125-289
2.618 125-239
4.250 125-158
Fisher Pivots for day following 07-Aug-2020
Pivot 1 day 3 day
R1 126-075 126-086
PP 126-068 126-075
S1 126-060 126-064

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

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