ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 30-Jul-2020
Day Change Summary
Previous Current
29-Jul-2020 30-Jul-2020 Change Change % Previous Week
Open 125-272 125-305 0-032 0.1% 125-242
High 125-312 126-022 0-030 0.1% 125-278
Low 125-262 125-298 0-035 0.1% 125-228
Close 125-302 126-015 0-032 0.1% 125-258
Range 0-050 0-045 -0-005 -10.0% 0-050
ATR 0-050 0-049 0-000 -0.7% 0-000
Volume 467,133 453,756 -13,377 -2.9% 1,858,672
Daily Pivots for day following 30-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-140 126-122 126-040
R3 126-095 126-078 126-027
R2 126-050 126-050 126-023
R1 126-032 126-032 126-019 126-041
PP 126-005 126-005 126-005 126-009
S1 125-308 125-308 126-011 125-316
S2 125-280 125-280 126-007
S3 125-235 125-262 126-003
S4 125-190 125-218 125-310
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
5 126-022 125-225 0-118 0.3% 0-046 0.1% 94% True False 439,396
10 126-022 125-225 0-118 0.3% 0-040 0.1% 94% True False 396,857
20 126-022 125-168 0-175 0.4% 0-046 0.1% 96% True False 404,744
40 126-022 124-180 1-162 1.2% 0-059 0.1% 98% True False 522,478
60 126-022 124-180 1-162 1.2% 0-065 0.2% 98% True False 522,841
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 3 trading days
Fibonacci Retracements and Extensions
4.250 126-214
2.618 126-140
1.618 126-095
1.000 126-068
0.618 126-050
HIGH 126-022
0.618 126-005
0.500 126-000
0.382 125-315
LOW 125-298
0.618 125-270
1.000 125-252
1.618 125-225
2.618 125-180
4.250 125-106
Fisher Pivots for day following 30-Jul-2020
Pivot 1 day 3 day
R1 126-010 125-318
PP 126-005 125-301
S1 126-000 125-284

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

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