ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 17-Aug-2020
Day Change Summary
Previous Current
14-Aug-2020 17-Aug-2020 Change Change % Previous Week
Open 125-228 125-275 0-048 0.1% 126-052
High 125-278 125-302 0-025 0.1% 126-088
Low 125-222 125-275 0-052 0.1% 125-222
Close 125-268 125-288 0-020 0.0% 125-268
Range 0-055 0-028 -0-028 -50.0% 0-185
ATR 0-050 0-049 -0-001 -2.2% 0-000
Volume 9,654 13,896 4,242 43.9% 91,977
Daily Pivots for day following 17-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-051 126-037 125-303
R3 126-023 126-009 125-295
R2 125-316 125-316 125-293
R1 125-302 125-302 125-290 125-309
PP 125-288 125-288 125-288 125-292
S1 125-274 125-274 125-285 125-281
S2 125-261 125-261 125-282
S3 125-233 125-247 125-280
S4 125-206 125-219 125-272
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
5 126-052 125-222 0-150 0.4% 0-065 0.2% 43% False False 17,994
10 126-125 125-222 0-222 0.6% 0-058 0.1% 29% False False 11,711
20 126-125 125-222 0-222 0.6% 0-047 0.1% 29% False False 7,108
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-009
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 126-099
2.618 126-054
1.618 126-027
1.000 126-010
0.618 125-319
HIGH 125-302
0.618 125-292
0.500 125-289
0.382 125-286
LOW 125-275
0.618 125-258
1.000 125-248
1.618 125-231
2.618 125-203
4.250 125-158
Fisher Pivots for day following 17-Aug-2020
Pivot 1 day 3 day
R1 125-289 125-279
PP 125-288 125-271
S1 125-288 125-262

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

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