ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 27-Aug-2020
Day Change Summary
Previous Current
26-Aug-2020 27-Aug-2020 Change Change % Previous Week
Open 125-278 125-280 0-002 0.0% 125-275
High 125-282 126-008 0-045 0.1% 126-028
Low 125-238 125-238 0-000 0.0% 125-275
Close 125-278 125-250 -0-028 -0.1% 125-310
Range 0-045 0-090 0-045 100.0% 0-072
ATR 0-048 0-051 0-003 6.4% 0-000
Volume 2,022,904 1,341,784 -681,120 -33.7% 466,644
Daily Pivots for day following 27-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-222 126-166 125-300
R3 126-132 126-076 125-275
R2 126-042 126-042 125-266
R1 125-306 125-306 125-258 125-289
PP 125-272 125-272 125-272 125-263
S1 125-216 125-216 125-242 125-199
S2 125-182 125-182 125-234
S3 125-092 125-126 125-225
S4 125-002 125-036 125-200
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% 0-056 0.1% 13% False False 1,244,807
10 126-028 125-222 0-125 0.3% 0-048 0.1% 22% False False 646,419
20 126-125 125-222 0-222 0.6% 0-053 0.1% 12% False False 328,089
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 12 trading days
Fibonacci Retracements and Extensions
4.250 127-070
2.618 126-243
1.618 126-153
1.000 126-098
0.618 126-063
HIGH 126-008
0.618 125-293
0.500 125-282
0.382 125-272
LOW 125-238
0.618 125-182
1.000 125-148
1.618 125-092
2.618 125-002
4.250 124-175
Fisher Pivots for day following 27-Aug-2020
Pivot 1 day 3 day
R1 125-282 125-281
PP 125-272 125-271
S1 125-261 125-260

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

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