ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 19-Aug-2020
Day Change Summary
Previous Current
18-Aug-2020 19-Aug-2020 Change Change % Previous Week
Open 125-282 125-308 0-025 0.1% 126-052
High 125-310 126-000 0-010 0.0% 126-088
Low 125-278 125-280 0-002 0.0% 125-222
Close 125-298 125-305 0-008 0.0% 125-268
Range 0-032 0-040 0-008 23.1% 0-185
ATR 0-048 0-048 -0-001 -1.2% 0-000
Volume 19,677 112,239 92,562 470.4% 91,977
Daily Pivots for day following 19-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-102 126-083 126-007
R3 126-062 126-043 125-316
R2 126-022 126-022 125-312
R1 126-003 126-003 125-309 125-312
PP 125-302 125-302 125-302 125-296
S1 125-283 125-283 125-301 125-272
S2 125-262 125-262 125-298
S3 125-222 125-243 125-294
S4 125-182 125-203 125-283
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
5 126-000 125-222 0-098 0.2% 0-046 0.1% 85% True False 34,617
10 126-118 125-222 0-215 0.5% 0-055 0.1% 38% False False 24,397
20 126-125 125-222 0-222 0.6% 0-048 0.1% 37% False False 13,490
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 0-010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-170
2.618 126-105
1.618 126-065
1.000 126-040
0.618 126-025
HIGH 126-000
0.618 125-305
0.500 125-300
0.382 125-295
LOW 125-280
0.618 125-255
1.000 125-240
1.618 125-215
2.618 125-175
4.250 125-110
Fisher Pivots for day following 19-Aug-2020
Pivot 1 day 3 day
R1 125-303 125-302
PP 125-302 125-300
S1 125-300 125-298

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

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