ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 05-Aug-2020
Day Change Summary
Previous Current
04-Aug-2020 05-Aug-2020 Change Change % Previous Week
Open 126-038 126-078 0-040 0.1% 125-252
High 126-078 126-078 0-000 0.0% 126-052
Low 126-025 126-020 -0-005 0.0% 125-225
Close 126-068 126-030 -0-038 -0.1% 126-040
Range 0-052 0-058 0-005 9.5% 0-148
ATR 0-049 0-050 0-001 1.2% 0-000
Volume 439,415 504,659 65,244 14.8% 2,538,390
Daily Pivots for day following 05-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-215 126-180 126-062
R3 126-158 126-122 126-046
R2 126-100 126-100 126-041
R1 126-065 126-065 126-035 126-054
PP 126-042 126-042 126-042 126-037
S1 126-008 126-008 126-025 125-316
S2 125-305 125-305 126-019
S3 125-248 125-270 126-014
S4 125-190 125-212 125-318
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
5 126-078 125-298 0-100 0.2% 0-050 0.1% 53% True False 520,832
10 126-078 125-225 0-172 0.4% 0-046 0.1% 72% True False 470,552
20 126-078 125-198 0-200 0.5% 0-046 0.1% 76% True False 427,235
40 126-078 125-030 1-048 0.9% 0-052 0.1% 87% True False 494,431
60 126-078 124-180 1-218 1.3% 0-062 0.2% 91% True False 556,199
80 126-078 124-180 1-218 1.3% 0-067 0.2% 91% True False 420,354
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-008
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 127-002
2.618 126-228
1.618 126-171
1.000 126-135
0.618 126-113
HIGH 126-078
0.618 126-056
0.500 126-049
0.382 126-042
LOW 126-020
0.618 125-304
1.000 125-282
1.618 125-247
2.618 125-189
4.250 125-096
Fisher Pivots for day following 05-Aug-2020
Pivot 1 day 3 day
R1 126-049 126-048
PP 126-042 126-042
S1 126-036 126-036

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

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