ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 22-Jul-2020
Day Change Summary
Previous Current
21-Jul-2020 22-Jul-2020 Change Change % Previous Week
Open 125-252 125-270 0-018 0.0% 125-215
High 125-272 125-278 0-005 0.0% 125-270
Low 125-228 125-248 0-020 0.0% 125-198
Close 125-262 125-260 -0-002 0.0% 125-245
Range 0-045 0-030 -0-015 -33.3% 0-072
ATR 0-054 0-053 -0-002 -3.2% 0-000
Volume 383,267 385,668 2,401 0.6% 1,773,351
Daily Pivots for day following 22-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-032 126-016 125-276
R3 126-002 125-306 125-268
R2 125-292 125-292 125-266
R1 125-276 125-276 125-263 125-269
PP 125-262 125-262 125-262 125-258
S1 125-246 125-246 125-257 125-239
S2 125-232 125-232 125-254
S3 125-202 125-216 125-252
S4 125-172 125-186 125-244
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
5 125-278 125-228 0-050 0.1% 0-038 0.1% 65% True False 346,786
10 125-285 125-198 0-088 0.2% 0-045 0.1% 71% False False 383,918
20 125-285 125-122 0-162 0.4% 0-049 0.1% 85% False False 450,033
40 125-285 124-180 1-105 1.1% 0-064 0.2% 94% False False 594,513
60 125-285 124-180 1-105 1.1% 0-067 0.2% 94% False False 481,259
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 126-085
2.618 126-036
1.618 126-006
1.000 125-308
0.618 125-296
HIGH 125-278
0.618 125-266
0.500 125-262
0.382 125-259
LOW 125-248
0.618 125-229
1.000 125-218
1.618 125-199
2.618 125-169
4.250 125-120
Fisher Pivots for day following 22-Jul-2020
Pivot 1 day 3 day
R1 125-262 125-258
PP 125-262 125-255
S1 125-261 125-252

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

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