ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 20-Aug-2020
Day Change Summary
Previous Current
19-Aug-2020 20-Aug-2020 Change Change % Previous Week
Open 125-270 125-252 -0-018 0.0% 126-008
High 125-285 125-300 0-015 0.0% 126-045
Low 125-248 125-252 0-005 0.0% 125-188
Close 125-268 125-280 0-012 0.0% 125-235
Range 0-038 0-048 0-010 26.7% 0-178
ATR 0-052 0-052 0-000 -0.6% 0-000
Volume 654,932 627,971 -26,961 -4.1% 2,987,465
Daily Pivots for day following 20-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-100 126-078 125-306
R3 126-052 126-030 125-293
R2 126-005 126-005 125-289
R1 125-302 125-302 125-284 125-314
PP 125-278 125-278 125-278 125-283
S1 125-255 125-255 125-276 125-266
S2 125-230 125-230 125-271
S3 125-182 125-208 125-267
S4 125-135 125-160 125-254
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
5 125-300 125-188 0-112 0.3% 0-042 0.1% 82% True False 571,287
10 126-055 125-188 0-188 0.5% 0-054 0.1% 49% False False 572,736
20 126-078 125-188 0-210 0.5% 0-052 0.1% 44% False False 524,578
40 126-078 125-158 0-240 0.6% 0-050 0.1% 51% False False 481,679
60 126-078 124-180 1-218 1.3% 0-059 0.1% 78% False False 550,171
80 126-078 124-180 1-218 1.3% 0-063 0.2% 78% False False 496,514
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 126-182
2.618 126-104
1.618 126-057
1.000 126-028
0.618 126-009
HIGH 125-300
0.618 125-282
0.500 125-276
0.382 125-271
LOW 125-252
0.618 125-223
1.000 125-205
1.618 125-176
2.618 125-128
4.250 125-051
Fisher Pivots for day following 20-Aug-2020
Pivot 1 day 3 day
R1 125-279 125-277
PP 125-278 125-273
S1 125-276 125-270

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

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