ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 28-Aug-2020
Day Change Summary
Previous Current
27-Aug-2020 28-Aug-2020 Change Change % Previous Week
Open 125-280 125-238 -0-042 -0.1% 125-318
High 126-008 126-005 -0-002 0.0% 126-010
Low 125-238 125-218 -0-020 0.0% 125-218
Close 125-250 125-318 0-068 0.2% 125-318
Range 0-090 0-108 0-018 19.4% 0-112
ATR 0-051 0-055 0-004 8.0% 0-000
Volume 1,341,784 1,006,179 -335,605 -25.0% 6,994,075
Daily Pivots for day following 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-289 126-251 126-057
R3 126-182 126-143 126-027
R2 126-074 126-074 126-017
R1 126-036 126-036 126-007 126-055
PP 125-287 125-287 125-287 125-296
S1 125-248 125-248 125-308 125-268
S2 125-179 125-179 125-298
S3 125-072 125-141 125-288
S4 124-284 125-033 125-258
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-306 126-264 126-059
R3 126-193 126-152 126-028
R2 126-081 126-081 126-018
R1 126-039 126-039 126-008 126-054
PP 125-288 125-288 125-288 125-296
S1 125-247 125-247 125-307 125-261
S2 125-176 125-176 125-297
S3 125-063 125-134 125-287
S4 124-271 125-022 125-256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-010 125-218 0-112 0.3% 0-069 0.2% 89% False True 1,398,815
10 126-028 125-218 0-130 0.3% 0-053 0.1% 77% False True 746,071
20 126-125 125-218 0-228 0.6% 0-056 0.1% 44% False True 378,250
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 0-011
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 127-142
2.618 126-286
1.618 126-179
1.000 126-112
0.618 126-071
HIGH 126-005
0.618 125-284
0.500 125-271
0.382 125-259
LOW 125-218
0.618 125-151
1.000 125-110
1.618 125-044
2.618 124-256
4.250 124-081
Fisher Pivots for day following 28-Aug-2020
Pivot 1 day 3 day
R1 125-302 125-302
PP 125-287 125-288
S1 125-271 125-272

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

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