ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 20-Jul-2020
Day Change Summary
Previous Current
17-Jul-2020 20-Jul-2020 Change Change % Previous Week
Open 125-255 125-242 -0-012 0.0% 125-215
High 125-270 125-270 0-000 0.0% 125-270
Low 125-232 125-232 0-000 0.0% 125-198
Close 125-245 125-238 -0-008 0.0% 125-245
Range 0-038 0-038 0-000 0.0% 0-072
ATR 0-057 0-055 -0-001 -2.4% 0-000
Volume 303,499 341,027 37,528 12.4% 1,773,351
Daily Pivots for day following 20-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-039 126-016 125-258
R3 126-002 125-298 125-248
R2 125-284 125-284 125-244
R1 125-261 125-261 125-241 125-254
PP 125-247 125-247 125-247 125-243
S1 125-223 125-223 125-234 125-216
S2 125-209 125-209 125-231
S3 125-172 125-186 125-227
S4 125-134 125-148 125-217
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-135 126-102 125-285
R3 126-062 126-030 125-265
R2 125-310 125-310 125-258
R1 125-278 125-278 125-252 125-294
PP 125-238 125-238 125-238 125-246
S1 125-205 125-205 125-238 125-221
S2 125-165 125-165 125-232
S3 125-092 125-132 125-225
S4 125-020 125-060 125-205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-270 125-208 0-062 0.2% 0-041 0.1% 48% True False 349,891
10 125-285 125-198 0-088 0.2% 0-045 0.1% 46% False False 392,675
20 125-285 125-122 0-162 0.4% 0-050 0.1% 71% False False 457,215
40 125-285 124-180 1-105 1.1% 0-065 0.2% 89% False False 651,981
60 125-285 124-180 1-105 1.1% 0-068 0.2% 89% False False 468,633
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-012
Fibonacci Retracements and Extensions
4.250 126-109
2.618 126-048
1.618 126-011
1.000 125-308
0.618 125-293
HIGH 125-270
0.618 125-256
0.500 125-251
0.382 125-247
LOW 125-232
0.618 125-209
1.000 125-195
1.618 125-172
2.618 125-134
4.250 125-073
Fisher Pivots for day following 20-Jul-2020
Pivot 1 day 3 day
R1 125-251 125-250
PP 125-247 125-246
S1 125-242 125-242

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

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