ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 20-Aug-2020
Day Change Summary
Previous Current
19-Aug-2020 20-Aug-2020 Change Change % Previous Week
Open 125-308 125-298 -0-010 0.0% 126-052
High 126-000 126-015 0-015 0.0% 126-088
Low 125-280 125-292 0-012 0.0% 125-222
Close 125-305 126-000 0-015 0.0% 125-268
Range 0-040 0-042 0-002 6.3% 0-185
ATR 0-048 0-047 0-000 -0.8% 0-000
Volume 112,239 84,690 -27,549 -24.5% 91,977
Daily Pivots for day following 20-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-123 126-104 126-023
R3 126-081 126-062 126-012
R2 126-038 126-038 126-008
R1 126-019 126-019 126-004 126-029
PP 125-316 125-316 125-316 126-001
S1 125-297 125-297 125-316 125-306
S2 125-273 125-273 125-312
S3 125-231 125-254 125-308
S4 125-188 125-212 125-297
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
5 126-015 125-222 0-112 0.3% 0-040 0.1% 87% True False 48,031
10 126-100 125-222 0-198 0.5% 0-054 0.1% 49% False False 32,531
20 126-125 125-222 0-222 0.6% 0-050 0.1% 44% False False 17,501
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-196
2.618 126-126
1.618 126-084
1.000 126-058
0.618 126-041
HIGH 126-015
0.618 125-319
0.500 125-314
0.382 125-309
LOW 125-292
0.618 125-266
1.000 125-250
1.618 125-224
2.618 125-181
4.250 125-112
Fisher Pivots for day following 20-Aug-2020
Pivot 1 day 3 day
R1 125-318 125-315
PP 125-316 125-311
S1 125-314 125-306

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

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