ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 21-Aug-2020
Day Change Summary
Previous Current
20-Aug-2020 21-Aug-2020 Change Change % Previous Week
Open 125-298 125-312 0-015 0.0% 125-275
High 126-015 126-028 0-012 0.0% 126-028
Low 125-292 125-302 0-010 0.0% 125-275
Close 126-000 125-310 -0-010 0.0% 125-310
Range 0-042 0-045 0-002 5.9% 0-072
ATR 0-047 0-047 0-000 -0.3% 0-000
Volume 84,690 236,142 151,452 178.8% 466,644
Daily Pivots for day following 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-135 126-108 126-015
R3 126-090 126-062 126-002
R2 126-045 126-045 125-318
R1 126-018 126-018 125-314 126-009
PP 126-000 126-000 126-000 125-316
S1 125-292 125-292 125-306 125-284
S2 125-275 125-275 125-302
S3 125-230 125-248 125-298
S4 125-185 125-202 125-285
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-208 126-172 126-030
R3 126-136 126-099 126-010
R2 126-063 126-063 126-003
R1 126-027 126-027 125-317 126-045
PP 125-311 125-311 125-311 126-000
S1 125-274 125-274 125-303 125-292
S2 125-238 125-238 125-297
S3 125-166 125-202 125-290
S4 125-093 125-129 125-270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-028 125-275 0-072 0.2% 0-038 0.1% 48% True False 93,328
10 126-088 125-222 0-185 0.5% 0-053 0.1% 47% False False 55,862
20 126-125 125-222 0-222 0.6% 0-050 0.1% 39% False False 29,197
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-219
2.618 126-145
1.618 126-100
1.000 126-072
0.618 126-055
HIGH 126-028
0.618 126-010
0.500 126-005
0.382 126-000
LOW 125-302
0.618 125-275
1.000 125-258
1.618 125-230
2.618 125-185
4.250 125-111
Fisher Pivots for day following 21-Aug-2020
Pivot 1 day 3 day
R1 126-005 125-314
PP 126-000 125-312
S1 125-315 125-311

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

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