ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 28-Jul-2020
Day Change Summary
Previous Current
27-Jul-2020 28-Jul-2020 Change Change % Previous Week
Open 125-310 125-272 -0-038 -0.1% 125-310
High 125-310 126-002 0-012 0.0% 125-315
Low 125-275 125-265 -0-010 0.0% 125-275
Close 125-275 125-318 0-042 0.1% 125-298
Range 0-035 0-058 0-022 64.3% 0-040
ATR 0-035 0-037 0-002 4.5% 0-000
Volume 1,563 4,418 2,855 182.7% 11,824
Daily Pivots for day following 28-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-154 126-133 126-029
R3 126-097 126-076 126-013
R2 126-039 126-039 126-008
R1 126-018 126-018 126-003 126-029
PP 125-302 125-302 125-302 125-307
S1 125-281 125-281 125-312 125-291
S2 125-244 125-244 125-307
S3 125-187 125-223 125-302
S4 125-129 125-166 125-286
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
5 126-002 125-265 0-058 0.1% 0-032 0.1% 91% True True 3,191
10 126-002 125-252 0-070 0.2% 0-031 0.1% 93% True False 2,330
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-005
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 126-247
2.618 126-153
1.618 126-096
1.000 126-060
0.618 126-038
HIGH 126-002
0.618 125-301
0.500 125-294
0.382 125-287
LOW 125-265
0.618 125-229
1.000 125-208
1.618 125-172
2.618 125-114
4.250 125-021
Fisher Pivots for day following 28-Jul-2020
Pivot 1 day 3 day
R1 125-310 125-310
PP 125-302 125-302
S1 125-294 125-294

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

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