ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 01-Sep-2020
Day Change Summary
Previous Current
31-Aug-2020 01-Sep-2020 Change Change % Previous Week
Open 126-000 126-005 0-005 0.0% 125-318
High 126-018 126-025 0-008 0.0% 126-010
Low 125-295 125-298 0-002 0.0% 125-218
Close 126-010 126-022 0-012 0.0% 125-318
Range 0-042 0-048 0-005 11.8% 0-112
ATR 0-054 0-053 0-000 -0.8% 0-000
Volume 993,097 657,703 -335,394 -33.8% 6,994,075
Daily Pivots for day following 01-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-151 126-134 126-049
R3 126-103 126-087 126-036
R2 126-056 126-056 126-031
R1 126-039 126-039 126-027 126-048
PP 126-008 126-008 126-008 126-012
S1 125-312 125-312 126-018 126-000
S2 125-281 125-281 126-014
S3 125-233 125-264 126-009
S4 125-186 125-217 125-316
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
5 126-025 125-218 0-128 0.3% 0-066 0.2% 98% True False 1,204,333
10 126-028 125-218 0-130 0.3% 0-056 0.1% 96% False False 907,794
20 126-122 125-218 0-225 0.6% 0-056 0.1% 56% False False 460,626
40 126-125 125-218 0-228 0.6% 0-047 0.1% 55% False False 231,165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-227
2.618 126-149
1.618 126-102
1.000 126-072
0.618 126-054
HIGH 126-025
0.618 126-007
0.500 126-001
0.382 125-316
LOW 125-298
0.618 125-268
1.000 125-250
1.618 125-221
2.618 125-173
4.250 125-096
Fisher Pivots for day following 01-Sep-2020
Pivot 1 day 3 day
R1 126-015 126-002
PP 126-008 125-302
S1 126-001 125-281

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

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