ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 23-Jul-2020
Day Change Summary
Previous Current
22-Jul-2020 23-Jul-2020 Change Change % Previous Week
Open 125-270 125-252 -0-018 0.0% 125-215
High 125-278 125-272 -0-005 0.0% 125-270
Low 125-248 125-248 0-000 0.0% 125-198
Close 125-260 125-262 0-002 0.0% 125-245
Range 0-030 0-025 -0-005 -16.7% 0-072
ATR 0-053 0-051 -0-002 -3.8% 0-000
Volume 385,668 358,132 -27,536 -7.1% 1,773,351
Daily Pivots for day following 23-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-016 126-004 125-276
R3 125-311 125-299 125-269
R2 125-286 125-286 125-267
R1 125-274 125-274 125-265 125-280
PP 125-261 125-261 125-261 125-264
S1 125-249 125-249 125-260 125-255
S2 125-236 125-236 125-258
S3 125-211 125-224 125-256
S4 125-186 125-199 125-249
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% 0-035 0.1% 70% False False 354,318
10 125-285 125-198 0-088 0.2% 0-042 0.1% 74% False False 374,471
20 125-285 125-158 0-128 0.3% 0-048 0.1% 82% False False 438,780
40 125-285 124-180 1-105 1.1% 0-062 0.2% 95% False False 562,967
60 125-285 124-180 1-105 1.1% 0-066 0.2% 95% False False 487,160
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 126-059
2.618 126-018
1.618 125-313
1.000 125-298
0.618 125-288
HIGH 125-272
0.618 125-263
0.500 125-260
0.382 125-257
LOW 125-248
0.618 125-232
1.000 125-222
1.618 125-207
2.618 125-182
4.250 125-141
Fisher Pivots for day following 23-Jul-2020
Pivot 1 day 3 day
R1 125-262 125-259
PP 125-261 125-256
S1 125-260 125-252

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

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