ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 18-Aug-2020
Day Change Summary
Previous Current
17-Aug-2020 18-Aug-2020 Change Change % Previous Week
Open 125-275 125-282 0-008 0.0% 126-052
High 125-302 125-310 0-008 0.0% 126-088
Low 125-275 125-278 0-002 0.0% 125-222
Close 125-288 125-298 0-010 0.0% 125-268
Range 0-028 0-032 0-005 18.2% 0-185
ATR 0-049 0-048 -0-001 -2.4% 0-000
Volume 13,896 19,677 5,781 41.6% 91,977
Daily Pivots for day following 18-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-072 126-058 125-315
R3 126-040 126-025 125-306
R2 126-008 126-008 125-303
R1 125-312 125-312 125-300 126-000
PP 125-295 125-295 125-295 125-299
S1 125-280 125-280 125-295 125-288
S2 125-262 125-262 125-292
S3 125-230 125-248 125-289
S4 125-198 125-215 125-280
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
5 125-310 125-222 0-088 0.2% 0-050 0.1% 86% True False 17,288
10 126-122 125-222 0-220 0.5% 0-056 0.1% 34% False False 13,459
20 126-125 125-222 0-222 0.6% 0-048 0.1% 34% False False 8,043
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 0-009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-128
2.618 126-075
1.618 126-043
1.000 126-022
0.618 126-010
HIGH 125-310
0.618 125-298
0.500 125-294
0.382 125-290
LOW 125-278
0.618 125-257
1.000 125-245
1.618 125-225
2.618 125-192
4.250 125-139
Fisher Pivots for day following 18-Aug-2020
Pivot 1 day 3 day
R1 125-296 125-287
PP 125-295 125-277
S1 125-294 125-266

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

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