ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 21-Jul-2020
Day Change Summary
Previous Current
20-Jul-2020 21-Jul-2020 Change Change % Previous Week
Open 125-310 125-280 -0-030 -0.1% 125-265
High 125-310 125-305 -0-005 0.0% 125-305
Low 125-275 125-280 0-005 0.0% 125-245
Close 125-275 125-300 0-025 0.1% 125-282
Range 0-035 0-025 -0-010 -28.6% 0-060
ATR
Volume 860 987 127 14.8% 5,510
Daily Pivots for day following 21-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-050 126-040 125-314
R3 126-025 126-015 125-307
R2 126-000 126-000 125-305
R1 125-310 125-310 125-302 125-315
PP 125-295 125-295 125-295 125-298
S1 125-285 125-285 125-298 125-290
S2 125-270 125-270 125-295
S3 125-245 125-260 125-293
S4 125-220 125-235 125-286
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-138 126-110 125-316
R3 126-078 126-050 125-299
R2 126-018 126-018 125-294
R1 125-310 125-310 125-288 126-004
PP 125-278 125-278 125-278 125-284
S1 125-250 125-250 125-277 125-264
S2 125-218 125-218 125-272
S3 125-158 125-190 125-266
S4 125-098 125-130 125-250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-310 125-252 0-058 0.1% 0-030 0.1% 83% False False 1,469
10 126-002 125-230 0-092 0.2% 0-035 0.1% 76% False False 780
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-091
2.618 126-050
1.618 126-025
1.000 126-010
0.618 126-000
HIGH 125-305
0.618 125-295
0.500 125-292
0.382 125-290
LOW 125-280
0.618 125-265
1.000 125-255
1.618 125-240
2.618 125-215
4.250 125-174
Fisher Pivots for day following 21-Jul-2020
Pivot 1 day 3 day
R1 125-298 125-298
PP 125-295 125-295
S1 125-292 125-292

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

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