ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 07-Aug-2020
Day Change Summary
Previous Current
06-Aug-2020 07-Aug-2020 Change Change % Previous Week
Open 126-018 126-038 0-020 0.0% 126-055
High 126-072 126-055 -0-018 0.0% 126-078
Low 126-015 126-002 -0-012 0.0% 126-002
Close 126-040 126-010 -0-030 -0.1% 126-010
Range 0-058 0-052 -0-005 -8.7% 0-075
ATR 0-050 0-050 0-000 0.3% 0-000
Volume 416,810 420,309 3,499 0.8% 2,255,541
Daily Pivots for day following 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-180 126-148 126-039
R3 126-128 126-095 126-024
R2 126-075 126-075 126-020
R1 126-042 126-042 126-015 126-032
PP 126-022 126-022 126-022 126-018
S1 125-310 125-310 126-005 125-300
S2 125-290 125-290 126-000
S3 125-238 125-258 125-316
S4 125-185 125-205 125-301
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-255 126-208 126-051
R3 126-180 126-132 126-031
R2 126-105 126-105 126-024
R1 126-058 126-058 126-017 126-044
PP 126-030 126-030 126-030 126-023
S1 125-302 125-302 126-003 125-289
S2 125-275 125-275 125-316
S3 125-200 125-228 125-309
S4 125-125 125-152 125-289
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-078 126-002 0-075 0.2% 0-052 0.1% 10% False True 451,108
10 126-078 125-225 0-172 0.4% 0-051 0.1% 61% False False 479,393
20 126-078 125-198 0-200 0.5% 0-044 0.1% 66% False False 421,297
40 126-078 125-098 0-300 0.7% 0-050 0.1% 78% False False 472,423
60 126-078 124-180 1-218 1.3% 0-061 0.2% 87% False False 567,224
80 126-078 124-180 1-218 1.3% 0-065 0.2% 87% False False 430,547
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 0-009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-278
2.618 126-192
1.618 126-140
1.000 126-108
0.618 126-087
HIGH 126-055
0.618 126-035
0.500 126-029
0.382 126-023
LOW 126-002
0.618 125-290
1.000 125-270
1.618 125-238
2.618 125-185
4.250 125-099
Fisher Pivots for day following 07-Aug-2020
Pivot 1 day 3 day
R1 126-029 126-040
PP 126-022 126-030
S1 126-016 126-020

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

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