ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 10-Jul-2020
Day Change Summary
Previous Current
09-Jul-2020 10-Jul-2020 Change Change % Previous Week
Open 125-218 125-242 0-025 0.1% 125-238
High 125-268 125-285 0-018 0.0% 125-285
Low 125-215 125-208 -0-008 0.0% 125-178
Close 125-260 125-222 -0-038 -0.1% 125-222
Range 0-052 0-078 0-025 47.6% 0-108
ATR 0-062 0-063 0-001 1.8% 0-000
Volume 452,605 503,267 50,662 11.2% 2,217,999
Daily Pivots for day following 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-151 126-104 125-265
R3 126-073 126-027 125-244
R2 125-316 125-316 125-237
R1 125-269 125-269 125-230 125-254
PP 125-238 125-238 125-238 125-231
S1 125-192 125-192 125-215 125-176
S2 125-161 125-161 125-208
S3 125-083 125-114 125-201
S4 125-006 125-037 125-180
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-231 126-174 125-282
R3 126-123 126-067 125-252
R2 126-016 126-016 125-242
R1 125-279 125-279 125-232 125-254
PP 125-228 125-228 125-228 125-216
S1 125-172 125-172 125-213 125-146
S2 125-121 125-121 125-203
S3 125-013 125-064 125-193
S4 124-226 124-277 125-163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-285 125-178 0-108 0.3% 0-054 0.1% 42% True False 443,599
10 125-285 125-162 0-122 0.3% 0-057 0.1% 49% True False 502,971
20 125-285 125-098 0-188 0.5% 0-055 0.1% 67% True False 523,549
40 125-285 124-180 1-105 1.1% 0-070 0.2% 85% True False 640,187
60 125-285 124-180 1-105 1.1% 0-072 0.2% 85% True False 433,631
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 126-294
2.618 126-168
1.618 126-090
1.000 126-042
0.618 126-013
HIGH 125-285
0.618 125-255
0.500 125-246
0.382 125-237
LOW 125-208
0.618 125-160
1.000 125-130
1.618 125-082
2.618 125-005
4.250 124-198
Fisher Pivots for day following 10-Jul-2020
Pivot 1 day 3 day
R1 125-246 125-244
PP 125-238 125-237
S1 125-230 125-230

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

View Archives - Comment on this page... - Back to Index of Symbols