ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 17-Aug-2020
Day Change Summary
Previous Current
14-Aug-2020 17-Aug-2020 Change Change % Previous Week
Open 125-190 125-238 0-048 0.1% 126-008
High 125-245 125-270 0-025 0.1% 126-045
Low 125-188 125-238 0-050 0.1% 125-188
Close 125-235 125-252 0-018 0.0% 125-235
Range 0-058 0-032 -0-025 -43.5% 0-178
ATR 0-056 0-054 -0-001 -2.7% 0-000
Volume 536,851 551,942 15,091 2.8% 2,987,465
Daily Pivots for day following 17-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-031 126-014 125-270
R3 125-318 125-302 125-261
R2 125-286 125-286 125-258
R1 125-269 125-269 125-255 125-278
PP 125-253 125-253 125-253 125-258
S1 125-237 125-237 125-250 125-245
S2 125-221 125-221 125-247
S3 125-188 125-204 125-244
S4 125-156 125-172 125-235
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 127-155 127-052 126-013
R3 126-298 126-195 125-284
R2 126-120 126-120 125-268
R1 126-018 126-018 125-251 125-300
PP 125-262 125-262 125-262 125-244
S1 125-160 125-160 125-219 125-122
S2 125-085 125-085 125-202
S3 124-228 124-302 125-186
S4 124-050 124-125 125-137
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-010 125-188 0-142 0.4% 0-064 0.2% 46% False False 635,959
10 126-078 125-188 0-210 0.5% 0-059 0.1% 31% False False 532,060
20 126-078 125-188 0-210 0.5% 0-051 0.1% 31% False False 492,549
40 126-078 125-122 0-275 0.7% 0-050 0.1% 47% False False 474,882
60 126-078 124-180 1-218 1.3% 0-060 0.1% 73% False False 598,837
80 126-078 124-180 1-218 1.3% 0-063 0.2% 73% False False 474,612
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-010
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 126-088
2.618 126-035
1.618 126-003
1.000 125-302
0.618 125-290
HIGH 125-270
0.618 125-258
0.500 125-254
0.382 125-250
LOW 125-238
0.618 125-217
1.000 125-205
1.618 125-185
2.618 125-152
4.250 125-099
Fisher Pivots for day following 17-Aug-2020
Pivot 1 day 3 day
R1 125-254 125-245
PP 125-253 125-237
S1 125-253 125-229

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

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