ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 30-Jul-2020
Day Change Summary
Previous Current
29-Jul-2020 30-Jul-2020 Change Change % Previous Week
Open 126-018 126-062 0-045 0.1% 125-310
High 126-038 126-062 0-025 0.1% 125-315
Low 125-308 126-022 0-035 0.1% 125-275
Close 126-025 126-060 0-035 0.1% 125-298
Range 0-050 0-040 -0-010 -20.0% 0-040
ATR 0-038 0-038 0-000 0.4% 0-000
Volume 3,930 160 -3,770 -95.9% 11,824
Daily Pivots for day following 30-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-168 126-154 126-082
R3 126-128 126-114 126-071
R2 126-088 126-088 126-067
R1 126-074 126-074 126-064 126-061
PP 126-048 126-048 126-048 126-042
S1 126-034 126-034 126-056 126-021
S2 126-008 126-008 126-053
S3 125-288 125-314 126-049
S4 125-248 125-274 126-038
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
5 126-062 125-265 0-118 0.3% 0-042 0.1% 98% True False 2,457
10 126-062 125-265 0-118 0.3% 0-034 0.1% 98% True False 2,259
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 0-005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-232
2.618 126-167
1.618 126-127
1.000 126-102
0.618 126-087
HIGH 126-062
0.618 126-047
0.500 126-042
0.382 126-038
LOW 126-022
0.618 125-318
1.000 125-302
1.618 125-278
2.618 125-238
4.250 125-172
Fisher Pivots for day following 30-Jul-2020
Pivot 1 day 3 day
R1 126-054 126-041
PP 126-048 126-022
S1 126-042 126-004

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

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