ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 24-Jul-2020
Day Change Summary
Previous Current
23-Jul-2020 24-Jul-2020 Change Change % Previous Week
Open 125-295 125-298 0-002 0.0% 125-310
High 125-310 125-315 0-005 0.0% 125-315
Low 125-290 125-290 0-000 0.0% 125-275
Close 125-302 125-298 -0-005 0.0% 125-298
Range 0-020 0-025 0-005 25.0% 0-040
ATR 0-000 0-035 0-035 0-000
Volume 4,472 2,214 -2,258 -50.5% 11,824
Daily Pivots for day following 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-056 126-042 125-311
R3 126-031 126-017 125-304
R2 126-006 126-006 125-302
R1 125-312 125-312 125-300 125-310
PP 125-301 125-301 125-301 125-300
S1 125-287 125-287 125-295 125-285
S2 125-276 125-276 125-293
S3 125-251 125-262 125-291
S4 125-226 125-237 125-284
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-096 126-077 126-000
R3 126-056 126-037 125-308
R2 126-016 126-016 125-305
R1 125-317 125-317 125-301 125-306
PP 125-296 125-296 125-296 125-291
S1 125-277 125-277 125-294 125-266
S2 125-256 125-256 125-290
S3 125-216 125-237 125-286
S4 125-176 125-197 125-276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-315 125-275 0-040 0.1% 0-026 0.1% 56% True False 2,364
10 125-315 125-245 0-070 0.2% 0-028 0.1% 75% True False 1,733
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-101
2.618 126-060
1.618 126-035
1.000 126-020
0.618 126-010
HIGH 125-315
0.618 125-305
0.500 125-302
0.382 125-300
LOW 125-290
0.618 125-275
1.000 125-265
1.618 125-250
2.618 125-225
4.250 125-184
Fisher Pivots for day following 24-Jul-2020
Pivot 1 day 3 day
R1 125-302 125-302
PP 125-301 125-301
S1 125-299 125-299

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

View Archives - Comment on this page... - Back to Index of Symbols