ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 27-Jul-2020
Day Change Summary
Previous Current
24-Jul-2020 27-Jul-2020 Change Change % Previous Week
Open 125-258 125-252 -0-005 0.0% 125-242
High 125-278 125-280 0-002 0.0% 125-278
Low 125-248 125-235 -0-012 0.0% 125-228
Close 125-258 125-238 -0-020 0.0% 125-258
Range 0-030 0-045 0-015 50.0% 0-050
ATR 0-049 0-049 0-000 -0.6% 0-000
Volume 390,578 448,465 57,887 14.8% 1,858,672
Daily Pivots for day following 27-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-066 126-037 125-262
R3 126-021 125-312 125-250
R2 125-296 125-296 125-246
R1 125-267 125-267 125-242 125-259
PP 125-251 125-251 125-251 125-247
S1 125-222 125-222 125-233 125-214
S2 125-206 125-206 125-229
S3 125-161 125-177 125-225
S4 125-116 125-132 125-213
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-084 126-061 125-285
R3 126-034 126-011 125-271
R2 125-304 125-304 125-267
R1 125-281 125-281 125-262 125-292
PP 125-254 125-254 125-254 125-260
S1 125-231 125-231 125-253 125-242
S2 125-204 125-204 125-248
S3 125-154 125-181 125-244
S4 125-104 125-131 125-230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-280 125-228 0-052 0.1% 0-035 0.1% 19% True False 393,222
10 125-280 125-208 0-072 0.2% 0-038 0.1% 41% True False 371,556
20 125-285 125-168 0-118 0.3% 0-046 0.1% 60% False False 430,542
40 125-285 124-180 1-105 1.1% 0-061 0.2% 89% False False 537,542
60 125-285 124-180 1-105 1.1% 0-066 0.2% 89% False False 500,979
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 0-011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-151
2.618 126-078
1.618 126-033
1.000 126-005
0.618 125-308
HIGH 125-280
0.618 125-263
0.500 125-258
0.382 125-252
LOW 125-235
0.618 125-207
1.000 125-190
1.618 125-162
2.618 125-117
4.250 125-044
Fisher Pivots for day following 27-Jul-2020
Pivot 1 day 3 day
R1 125-258 125-258
PP 125-251 125-251
S1 125-244 125-244

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

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