ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 26-Aug-2020
Day Change Summary
Previous Current
25-Aug-2020 26-Aug-2020 Change Change % Previous Week
Open 125-298 125-278 -0-020 0.0% 125-275
High 125-298 125-282 -0-015 0.0% 126-028
Low 125-235 125-238 0-002 0.0% 125-275
Close 125-282 125-278 -0-005 0.0% 125-310
Range 0-062 0-045 -0-018 -28.0% 0-072
ATR 0-048 0-048 0-000 -0.4% 0-000
Volume 1,812,991 2,022,904 209,913 11.6% 466,644
Daily Pivots for day following 26-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-081 126-064 125-302
R3 126-036 126-019 125-290
R2 125-311 125-311 125-286
R1 125-294 125-294 125-282 125-300
PP 125-266 125-266 125-266 125-269
S1 125-249 125-249 125-273 125-255
S2 125-221 125-221 125-269
S3 125-176 125-204 125-265
S4 125-131 125-159 125-253
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% 0-047 0.1% 38% False False 993,388
10 126-028 125-222 0-125 0.3% 0-046 0.1% 44% False False 514,003
20 126-125 125-222 0-222 0.6% 0-051 0.1% 25% False False 261,007
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-154
2.618 126-080
1.618 126-035
1.000 126-008
0.618 125-310
HIGH 125-282
0.618 125-265
0.500 125-260
0.382 125-255
LOW 125-238
0.618 125-210
1.000 125-192
1.618 125-165
2.618 125-120
4.250 125-046
Fisher Pivots for day following 26-Aug-2020
Pivot 1 day 3 day
R1 125-272 125-282
PP 125-266 125-281
S1 125-260 125-279

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

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