ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 25-Aug-2020
Day Change Summary
Previous Current
24-Aug-2020 25-Aug-2020 Change Change % Previous Week
Open 125-318 125-298 -0-020 0.0% 125-275
High 126-010 125-298 -0-032 -0.1% 126-028
Low 125-290 125-235 -0-055 -0.1% 125-275
Close 125-298 125-282 -0-015 0.0% 125-310
Range 0-040 0-062 0-022 56.3% 0-072
ATR 0-047 0-048 0-001 2.4% 0-000
Volume 810,217 1,812,991 1,002,774 123.8% 466,644
Daily Pivots for day following 25-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-139 126-113 125-317
R3 126-077 126-051 125-300
R2 126-014 126-014 125-294
R1 125-308 125-308 125-288 125-290
PP 125-272 125-272 125-272 125-262
S1 125-246 125-246 125-277 125-228
S2 125-209 125-209 125-271
S3 125-147 125-183 125-265
S4 125-084 125-121 125-248
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
5 126-028 125-235 0-112 0.3% 0-046 0.1% 42% False True 611,255
10 126-028 125-222 0-125 0.3% 0-048 0.1% 48% False False 314,272
20 126-125 125-222 0-222 0.6% 0-051 0.1% 27% False False 160,059
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 126-243
2.618 126-141
1.618 126-079
1.000 126-040
0.618 126-016
HIGH 125-298
0.618 125-274
0.500 125-266
0.382 125-259
LOW 125-235
0.618 125-196
1.000 125-172
1.618 125-134
2.618 125-071
4.250 124-289
Fisher Pivots for day following 25-Aug-2020
Pivot 1 day 3 day
R1 125-277 125-291
PP 125-272 125-288
S1 125-266 125-285

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

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