ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 28-Jul-2020
Day Change Summary
Previous Current
27-Jul-2020 28-Jul-2020 Change Change % Previous Week
Open 125-252 125-235 -0-018 0.0% 125-242
High 125-280 125-285 0-005 0.0% 125-278
Low 125-235 125-225 -0-010 0.0% 125-228
Close 125-238 125-280 0-042 0.1% 125-258
Range 0-045 0-060 0-015 33.3% 0-050
ATR 0-049 0-050 0-001 1.6% 0-000
Volume 448,465 437,051 -11,414 -2.5% 1,858,672
Daily Pivots for day following 28-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-123 126-102 125-313
R3 126-063 126-042 125-296
R2 126-003 126-003 125-291
R1 125-302 125-302 125-286 125-312
PP 125-263 125-263 125-263 125-269
S1 125-242 125-242 125-274 125-252
S2 125-203 125-203 125-269
S3 125-143 125-182 125-264
S4 125-083 125-122 125-247
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
5 125-285 125-225 0-060 0.1% 0-038 0.1% 92% True True 403,978
10 125-285 125-208 0-078 0.2% 0-040 0.1% 94% True False 372,474
20 125-285 125-168 0-118 0.3% 0-047 0.1% 96% True False 427,285
40 125-285 124-180 1-105 1.1% 0-061 0.2% 99% True False 534,049
60 125-285 124-180 1-105 1.1% 0-065 0.2% 99% True False 508,198
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 126-220
2.618 126-122
1.618 126-062
1.000 126-025
0.618 126-002
HIGH 125-285
0.618 125-262
0.500 125-255
0.382 125-248
LOW 125-225
0.618 125-188
1.000 125-165
1.618 125-128
2.618 125-068
4.250 124-290
Fisher Pivots for day following 28-Jul-2020
Pivot 1 day 3 day
R1 125-272 125-272
PP 125-263 125-263
S1 125-255 125-255

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

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