ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 31-Jul-2020
Day Change Summary
Previous Current
30-Jul-2020 31-Jul-2020 Change Change % Previous Week
Open 125-305 126-010 0-025 0.1% 125-252
High 126-022 126-052 0-030 0.1% 126-052
Low 125-298 125-318 0-020 0.0% 125-225
Close 126-015 126-040 0-025 0.1% 126-040
Range 0-045 0-055 0-010 22.2% 0-148
ATR 0-049 0-050 0-000 0.8% 0-000
Volume 453,756 731,985 278,229 61.3% 2,538,390
Daily Pivots for day following 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-195 126-172 126-070
R3 126-140 126-118 126-055
R2 126-085 126-085 126-050
R1 126-062 126-062 126-045 126-074
PP 126-030 126-030 126-030 126-036
S1 126-008 126-008 126-035 126-019
S2 125-295 125-295 126-030
S3 125-240 125-272 126-025
S4 125-185 125-218 126-010
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 127-122 127-068 126-121
R3 126-294 126-241 126-081
R2 126-147 126-147 126-067
R1 126-093 126-093 126-054 126-120
PP 125-319 125-319 125-319 126-012
S1 125-266 125-266 126-026 125-292
S2 125-172 125-172 126-013
S3 125-024 125-118 125-319
S4 124-197 124-291 125-279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-052 125-225 0-148 0.4% 0-051 0.1% 92% True False 507,678
10 126-052 125-225 0-148 0.4% 0-042 0.1% 92% True False 439,706
20 126-052 125-178 0-195 0.5% 0-045 0.1% 94% True False 419,420
40 126-052 124-180 1-192 1.3% 0-058 0.1% 98% True False 521,126
60 126-052 124-180 1-192 1.3% 0-065 0.2% 98% True False 534,642
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-286
2.618 126-196
1.618 126-141
1.000 126-108
0.618 126-086
HIGH 126-052
0.618 126-031
0.500 126-025
0.382 126-019
LOW 125-318
0.618 125-284
1.000 125-262
1.618 125-229
2.618 125-174
4.250 125-084
Fisher Pivots for day following 31-Jul-2020
Pivot 1 day 3 day
R1 126-035 126-026
PP 126-030 126-012
S1 126-025 125-318

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

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