ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 29-Jul-2020
Day Change Summary
Previous Current
28-Jul-2020 29-Jul-2020 Change Change % Previous Week
Open 125-272 126-018 0-065 0.2% 125-310
High 126-002 126-038 0-035 0.1% 125-315
Low 125-265 125-308 0-042 0.1% 125-275
Close 125-318 126-025 0-028 0.1% 125-298
Range 0-058 0-050 -0-008 -13.0% 0-040
ATR 0-037 0-038 0-001 2.5% 0-000
Volume 4,418 3,930 -488 -11.0% 11,824
Daily Pivots for day following 29-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-167 126-146 126-052
R3 126-117 126-096 126-039
R2 126-067 126-067 126-034
R1 126-046 126-046 126-030 126-056
PP 126-017 126-017 126-017 126-022
S1 125-316 125-316 126-020 126-006
S2 125-287 125-287 126-016
S3 125-237 125-266 126-011
S4 125-187 125-216 125-318
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
5 126-038 125-265 0-092 0.2% 0-038 0.1% 86% True False 3,319
10 126-038 125-265 0-092 0.2% 0-033 0.1% 86% True False 2,551
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 0-006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-250
2.618 126-168
1.618 126-118
1.000 126-088
0.618 126-068
HIGH 126-038
0.618 126-018
0.500 126-012
0.382 126-007
LOW 125-308
0.618 125-277
1.000 125-258
1.618 125-227
2.618 125-177
4.250 125-095
Fisher Pivots for day following 29-Jul-2020
Pivot 1 day 3 day
R1 126-021 126-014
PP 126-017 126-002
S1 126-012 125-311

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

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