ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 10-Aug-2020
Day Change Summary
Previous Current
07-Aug-2020 10-Aug-2020 Change Change % Previous Week
Open 126-098 126-052 -0-045 -0.1% 126-090
High 126-100 126-088 -0-012 0.0% 126-125
Low 126-050 126-042 -0-008 0.0% 126-050
Close 126-052 126-048 -0-005 0.0% 126-052
Range 0-050 0-045 -0-005 -10.0% 0-075
ATR 0-043 0-043 0-000 0.4% 0-000
Volume 2,833 15,902 13,069 461.3% 12,311
Daily Pivots for day following 10-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-194 126-166 126-072
R3 126-149 126-121 126-060
R2 126-104 126-104 126-056
R1 126-076 126-076 126-052 126-068
PP 126-059 126-059 126-059 126-055
S1 126-031 126-031 126-043 126-022
S2 126-014 126-014 126-039
S3 125-289 125-306 126-035
S4 125-244 125-261 126-023
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
5 126-125 126-042 0-082 0.2% 0-050 0.1% 6% False True 5,428
10 126-125 125-265 0-180 0.4% 0-049 0.1% 57% False False 3,967
20 126-125 125-252 0-192 0.5% 0-039 0.1% 60% False False 2,928
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 0-008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-279
2.618 126-205
1.618 126-160
1.000 126-132
0.618 126-115
HIGH 126-088
0.618 126-070
0.500 126-065
0.382 126-060
LOW 126-042
0.618 126-015
1.000 125-318
1.618 125-290
2.618 125-245
4.250 125-171
Fisher Pivots for day following 10-Aug-2020
Pivot 1 day 3 day
R1 126-065 126-080
PP 126-059 126-069
S1 126-053 126-058

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

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