ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 15-Jul-2020
Day Change Summary
Previous Current
14-Jul-2020 15-Jul-2020 Change Change % Previous Week
Open 125-235 125-218 -0-018 0.0% 125-238
High 125-265 125-255 -0-010 0.0% 125-285
Low 125-222 125-208 -0-015 0.0% 125-178
Close 125-248 125-242 -0-005 0.0% 125-222
Range 0-042 0-048 0-005 11.8% 0-108
ATR 0-060 0-059 -0-001 -1.5% 0-000
Volume 427,877 356,583 -71,294 -16.7% 2,217,999
Daily Pivots for day following 15-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-058 126-038 125-269
R3 126-010 125-310 125-256
R2 125-282 125-282 125-251
R1 125-262 125-262 125-247 125-272
PP 125-235 125-235 125-235 125-240
S1 125-215 125-215 125-238 125-225
S2 125-188 125-188 125-234
S3 125-140 125-168 125-229
S4 125-092 125-120 125-216
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
5 125-285 125-198 0-088 0.2% 0-052 0.1% 51% False False 421,050
10 125-285 125-168 0-118 0.3% 0-054 0.1% 64% False False 444,751
20 125-285 125-108 0-178 0.4% 0-052 0.1% 76% False False 482,308
40 125-285 124-180 1-105 1.1% 0-067 0.2% 90% False False 660,607
60 125-285 124-180 1-105 1.1% 0-070 0.2% 90% False False 452,722
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 0-012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-137
2.618 126-059
1.618 126-012
1.000 125-302
0.618 125-284
HIGH 125-255
0.618 125-237
0.500 125-231
0.382 125-226
LOW 125-208
0.618 125-178
1.000 125-160
1.618 125-131
2.618 125-083
4.250 125-006
Fisher Pivots for day following 15-Jul-2020
Pivot 1 day 3 day
R1 125-239 125-239
PP 125-235 125-235
S1 125-231 125-231

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

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