ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 03-Aug-2020
Day Change Summary
Previous Current
31-Jul-2020 03-Aug-2020 Change Change % Previous Week
Open 126-010 126-055 0-045 0.1% 125-252
High 126-052 126-055 0-002 0.0% 126-052
Low 125-318 126-018 0-020 0.0% 125-225
Close 126-040 126-025 -0-015 0.0% 126-040
Range 0-055 0-038 -0-018 -31.8% 0-148
ATR 0-050 0-049 -0-001 -1.8% 0-000
Volume 731,985 474,348 -257,637 -35.2% 2,538,390
Daily Pivots for day following 03-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-145 126-122 126-046
R3 126-108 126-085 126-035
R2 126-070 126-070 126-032
R1 126-048 126-048 126-028 126-040
PP 126-032 126-032 126-032 126-029
S1 126-010 126-010 126-022 126-002
S2 125-315 125-315 126-018
S3 125-278 125-292 126-015
S4 125-240 125-255 126-004
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
5 126-055 125-225 0-150 0.4% 0-050 0.1% 80% True False 512,854
10 126-055 125-225 0-150 0.4% 0-042 0.1% 80% True False 453,038
20 126-055 125-198 0-178 0.4% 0-044 0.1% 83% True False 422,857
40 126-055 124-228 1-148 1.2% 0-054 0.1% 94% True False 503,997
60 126-055 124-180 1-195 1.3% 0-063 0.2% 94% True False 542,134
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0-010
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 126-214
2.618 126-153
1.618 126-116
1.000 126-092
0.618 126-078
HIGH 126-055
0.618 126-041
0.500 126-036
0.382 126-032
LOW 126-018
0.618 125-314
1.000 125-300
1.618 125-277
2.618 125-239
4.250 125-178
Fisher Pivots for day following 03-Aug-2020
Pivot 1 day 3 day
R1 126-036 126-022
PP 126-032 126-019
S1 126-029 126-016

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

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