ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 13-Aug-2020
Day Change Summary
Previous Current
12-Aug-2020 13-Aug-2020 Change Change % Previous Week
Open 125-288 125-265 -0-022 -0.1% 126-090
High 125-308 125-295 -0-012 0.0% 126-125
Low 125-245 125-222 -0-022 -0.1% 126-050
Close 125-270 125-230 -0-040 -0.1% 126-052
Range 0-062 0-072 0-010 16.0% 0-075
ATR 0-048 0-050 0-002 3.6% 0-000
Volume 25,593 17,621 -7,972 -31.1% 12,311
Daily Pivots for day following 13-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-147 126-101 125-270
R3 126-074 126-028 125-250
R2 126-002 126-002 125-243
R1 125-276 125-276 125-237 125-262
PP 125-249 125-249 125-249 125-242
S1 125-203 125-203 125-223 125-190
S2 125-177 125-177 125-217
S3 125-104 125-131 125-210
S4 125-032 125-058 125-190
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
5 126-100 125-222 0-198 0.5% 0-068 0.2% 4% False True 17,031
10 126-125 125-222 0-222 0.6% 0-058 0.1% 3% False True 9,758
20 126-125 125-222 0-222 0.6% 0-046 0.1% 3% False True 6,009
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 0-012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-283
2.618 126-165
1.618 126-092
1.000 126-048
0.618 126-020
HIGH 125-295
0.618 125-267
0.500 125-259
0.382 125-250
LOW 125-222
0.618 125-178
1.000 125-150
1.618 125-105
2.618 125-033
4.250 124-234
Fisher Pivots for day following 13-Aug-2020
Pivot 1 day 3 day
R1 125-259 125-298
PP 125-249 125-275
S1 125-240 125-252

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

View Archives - Comment on this page... - Back to Index of Symbols