ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 31-Aug-2020
Day Change Summary
Previous Current
28-Aug-2020 31-Aug-2020 Change Change % Previous Week
Open 125-238 126-000 0-082 0.2% 125-318
High 126-005 126-018 0-012 0.0% 126-010
Low 125-218 125-295 0-078 0.2% 125-218
Close 125-318 126-010 0-012 0.0% 125-318
Range 0-108 0-042 -0-065 -60.5% 0-112
ATR 0-055 0-054 -0-001 -1.6% 0-000
Volume 1,006,179 993,097 -13,082 -1.3% 6,994,075
Daily Pivots for day following 31-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-128 126-112 126-033
R3 126-086 126-069 126-022
R2 126-043 126-043 126-018
R1 126-027 126-027 126-014 126-035
PP 126-001 126-001 126-001 126-005
S1 125-304 125-304 126-006 125-312
S2 125-278 125-278 126-002
S3 125-236 125-262 125-318
S4 125-193 125-219 125-307
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
5 126-018 125-218 0-120 0.3% 0-070 0.2% 94% True False 1,435,391
10 126-028 125-218 0-130 0.3% 0-055 0.1% 87% False False 843,992
20 126-125 125-218 0-228 0.6% 0-056 0.1% 49% False False 427,851
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-198
2.618 126-129
1.618 126-086
1.000 126-060
0.618 126-044
HIGH 126-018
0.618 126-001
0.500 125-316
0.382 125-311
LOW 125-295
0.618 125-269
1.000 125-252
1.618 125-226
2.618 125-184
4.250 125-114
Fisher Pivots for day following 31-Aug-2020
Pivot 1 day 3 day
R1 126-005 125-312
PP 126-001 125-295
S1 125-316 125-278

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

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