ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 29-Jul-2020
Day Change Summary
Previous Current
28-Jul-2020 29-Jul-2020 Change Change % Previous Week
Open 125-235 125-272 0-038 0.1% 125-242
High 125-285 125-312 0-028 0.1% 125-278
Low 125-225 125-262 0-038 0.1% 125-228
Close 125-280 125-302 0-022 0.1% 125-258
Range 0-060 0-050 -0-010 -16.7% 0-050
ATR 0-050 0-050 0-000 0.0% 0-000
Volume 437,051 467,133 30,082 6.9% 1,858,672
Daily Pivots for day following 29-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-122 126-102 126-010
R3 126-072 126-052 125-316
R2 126-022 126-022 125-312
R1 126-002 126-002 125-307 126-012
PP 125-292 125-292 125-292 125-298
S1 125-272 125-272 125-298 125-282
S2 125-242 125-242 125-293
S3 125-192 125-222 125-289
S4 125-142 125-172 125-275
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
5 125-312 125-225 0-088 0.2% 0-042 0.1% 89% True False 420,271
10 125-312 125-225 0-088 0.2% 0-040 0.1% 89% True False 383,529
20 125-312 125-168 0-145 0.4% 0-047 0.1% 93% True False 414,140
40 125-312 124-180 1-132 1.1% 0-061 0.2% 98% True False 533,349
60 125-312 124-180 1-132 1.1% 0-065 0.2% 98% True False 515,856
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-205
2.618 126-123
1.618 126-073
1.000 126-042
0.618 126-023
HIGH 125-312
0.618 125-293
0.500 125-288
0.382 125-282
LOW 125-262
0.618 125-232
1.000 125-212
1.618 125-182
2.618 125-132
4.250 125-050
Fisher Pivots for day following 29-Jul-2020
Pivot 1 day 3 day
R1 125-298 125-291
PP 125-292 125-280
S1 125-288 125-269

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

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