ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 21-Aug-2020
Day Change Summary
Previous Current
20-Aug-2020 21-Aug-2020 Change Change % Previous Week
Open 125-252 125-270 0-018 0.0% 125-238
High 125-300 125-308 0-008 0.0% 125-308
Low 125-252 125-262 0-010 0.0% 125-238
Close 125-280 125-270 -0-010 0.0% 125-270
Range 0-048 0-045 -0-002 -5.3% 0-070
ATR 0-052 0-051 0-000 -0.9% 0-000
Volume 627,971 750,160 122,189 19.5% 3,069,748
Daily Pivots for day following 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-095 126-068 125-295
R3 126-050 126-022 125-282
R2 126-005 126-005 125-278
R1 125-298 125-298 125-274 125-292
PP 125-280 125-280 125-280 125-278
S1 125-252 125-252 125-266 125-248
S2 125-235 125-235 125-262
S3 125-190 125-208 125-258
S4 125-145 125-162 125-245
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-162 126-126 125-308
R3 126-092 126-056 125-289
R2 126-022 126-022 125-283
R1 125-306 125-306 125-276 126-004
PP 125-272 125-272 125-272 125-281
S1 125-236 125-236 125-264 125-254
S2 125-202 125-202 125-257
S3 125-132 125-166 125-251
S4 125-062 125-096 125-232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-308 125-238 0-070 0.2% 0-040 0.1% 46% True False 613,949
10 126-045 125-188 0-178 0.4% 0-054 0.1% 46% False False 605,721
20 126-078 125-188 0-210 0.5% 0-052 0.1% 39% False False 542,557
40 126-078 125-162 0-235 0.6% 0-050 0.1% 46% False False 487,822
60 126-078 124-180 1-218 1.3% 0-059 0.1% 76% False False 547,551
80 126-078 124-180 1-218 1.3% 0-063 0.2% 76% False False 505,806
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 0-010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-179
2.618 126-105
1.618 126-060
1.000 126-032
0.618 126-015
HIGH 125-308
0.618 125-290
0.500 125-285
0.382 125-280
LOW 125-262
0.618 125-235
1.000 125-218
1.618 125-190
2.618 125-145
4.250 125-071
Fisher Pivots for day following 21-Aug-2020
Pivot 1 day 3 day
R1 125-285 125-278
PP 125-280 125-275
S1 125-275 125-272

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

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