ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 21-Jul-2020
Day Change Summary
Previous Current
20-Jul-2020 21-Jul-2020 Change Change % Previous Week
Open 125-242 125-252 0-010 0.0% 125-215
High 125-270 125-272 0-002 0.0% 125-270
Low 125-232 125-228 -0-005 0.0% 125-198
Close 125-238 125-262 0-025 0.1% 125-245
Range 0-038 0-045 0-008 20.0% 0-072
ATR 0-055 0-054 -0-001 -1.3% 0-000
Volume 341,027 383,267 42,240 12.4% 1,773,351
Daily Pivots for day following 21-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-069 126-051 125-287
R3 126-024 126-006 125-275
R2 125-299 125-299 125-271
R1 125-281 125-281 125-267 125-290
PP 125-254 125-254 125-254 125-259
S1 125-236 125-236 125-258 125-245
S2 125-209 125-209 125-254
S3 125-164 125-191 125-250
S4 125-119 125-146 125-238
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
5 125-272 125-208 0-065 0.2% 0-042 0.1% 85% True False 340,969
10 125-285 125-198 0-088 0.2% 0-046 0.1% 74% False False 389,190
20 125-285 125-122 0-162 0.4% 0-050 0.1% 86% False False 457,039
40 125-285 124-180 1-105 1.1% 0-065 0.2% 95% False False 642,405
60 125-285 124-180 1-105 1.1% 0-068 0.2% 95% False False 474,962
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-144
2.618 126-070
1.618 126-025
1.000 125-318
0.618 125-300
HIGH 125-272
0.618 125-255
0.500 125-250
0.382 125-245
LOW 125-228
0.618 125-200
1.000 125-182
1.618 125-155
2.618 125-110
4.250 125-036
Fisher Pivots for day following 21-Jul-2020
Pivot 1 day 3 day
R1 125-258 125-258
PP 125-254 125-254
S1 125-250 125-250

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

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