ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 24-Aug-2020
Day Change Summary
Previous Current
21-Aug-2020 24-Aug-2020 Change Change % Previous Week
Open 125-270 125-272 0-002 0.0% 125-238
High 125-308 125-288 -0-020 0.0% 125-308
Low 125-262 125-245 -0-018 0.0% 125-238
Close 125-270 125-252 -0-018 0.0% 125-270
Range 0-045 0-042 -0-002 -5.6% 0-070
ATR 0-051 0-050 -0-001 -1.2% 0-000
Volume 750,160 1,263,789 513,629 68.5% 3,069,748
Daily Pivots for day following 24-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-069 126-043 125-276
R3 126-027 126-001 125-264
R2 125-304 125-304 125-260
R1 125-278 125-278 125-256 125-270
PP 125-262 125-262 125-262 125-258
S1 125-236 125-236 125-249 125-228
S2 125-219 125-219 125-245
S3 125-177 125-193 125-241
S4 125-134 125-151 125-229
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
5 125-308 125-240 0-068 0.2% 0-042 0.1% 19% False False 756,319
10 126-010 125-188 0-142 0.4% 0-053 0.1% 46% False False 696,139
20 126-078 125-188 0-210 0.5% 0-052 0.1% 31% False False 583,323
40 126-078 125-168 0-230 0.6% 0-049 0.1% 37% False False 506,933
60 126-078 124-180 1-218 1.3% 0-058 0.1% 73% False False 552,802
80 126-078 124-180 1-218 1.3% 0-062 0.2% 73% False False 521,565
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 3 trading days
Fibonacci Retracements and Extensions
4.250 126-148
2.618 126-079
1.618 126-036
1.000 126-010
0.618 125-314
HIGH 125-288
0.618 125-271
0.500 125-266
0.382 125-261
LOW 125-245
0.618 125-219
1.000 125-202
1.618 125-176
2.618 125-134
4.250 125-064
Fisher Pivots for day following 24-Aug-2020
Pivot 1 day 3 day
R1 125-266 125-276
PP 125-262 125-268
S1 125-257 125-260

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

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