ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 14-Aug-2020
Day Change Summary
Previous Current
13-Aug-2020 14-Aug-2020 Change Change % Previous Week
Open 125-265 125-228 -0-038 -0.1% 126-052
High 125-295 125-278 -0-018 0.0% 126-088
Low 125-222 125-222 0-000 0.0% 125-222
Close 125-230 125-268 0-038 0.1% 125-268
Range 0-072 0-055 -0-018 -24.1% 0-185
ATR 0-050 0-050 0-000 0.7% 0-000
Volume 17,621 9,654 -7,967 -45.2% 91,977
Daily Pivots for day following 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-101 126-079 125-298
R3 126-046 126-024 125-283
R2 125-311 125-311 125-278
R1 125-289 125-289 125-273 125-300
PP 125-256 125-256 125-256 125-261
S1 125-234 125-234 125-262 125-245
S2 125-201 125-201 125-257
S3 125-146 125-179 125-252
S4 125-091 125-124 125-237
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 127-214 127-106 126-049
R3 127-029 126-241 125-318
R2 126-164 126-164 125-301
R1 126-056 126-056 125-284 126-018
PP 125-299 125-299 125-299 125-280
S1 125-191 125-191 125-251 125-152
S2 125-114 125-114 125-234
S3 124-249 125-006 125-217
S4 124-064 124-141 125-166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-088 125-222 0-185 0.5% 0-068 0.2% 24% False True 18,395
10 126-125 125-222 0-222 0.6% 0-058 0.1% 20% False True 10,428
20 126-125 125-222 0-222 0.6% 0-048 0.1% 20% False True 6,456
Crabel Price Patterns
NR True
NR4 True
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 0-010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-191
2.618 126-101
1.618 126-046
1.000 126-012
0.618 125-311
HIGH 125-278
0.618 125-256
0.500 125-250
0.382 125-244
LOW 125-222
0.618 125-189
1.000 125-168
1.618 125-134
2.618 125-079
4.250 124-309
Fisher Pivots for day following 14-Aug-2020
Pivot 1 day 3 day
R1 125-262 125-267
PP 125-256 125-266
S1 125-250 125-265

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

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