ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 31-Jul-2020
Day Change Summary
Previous Current
30-Jul-2020 31-Jul-2020 Change Change % Previous Week
Open 126-062 126-065 0-002 0.0% 125-310
High 126-062 126-098 0-035 0.1% 126-098
Low 126-022 126-042 0-020 0.0% 125-265
Close 126-060 126-088 0-028 0.1% 126-088
Range 0-040 0-055 0-015 37.5% 0-152
ATR 0-038 0-039 0-001 3.2% 0-000
Volume 160 2,955 2,795 1,746.9% 13,026
Daily Pivots for day following 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 126-241 126-219 126-118
R3 126-186 126-164 126-103
R2 126-131 126-131 126-098
R1 126-109 126-109 126-093 126-120
PP 126-076 126-076 126-076 126-081
S1 126-054 126-054 126-082 126-065
S2 126-021 126-021 126-077
S3 125-286 125-319 126-072
S4 125-231 125-264 126-057
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 127-181 127-127 126-171
R3 127-028 126-294 126-129
R2 126-196 126-196 126-115
R1 126-142 126-142 126-101 126-169
PP 126-043 126-043 126-043 126-057
S1 125-309 125-309 126-074 126-016
S2 125-211 125-211 126-060
S3 125-058 125-157 126-046
S4 124-226 125-004 126-004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-098 125-265 0-152 0.4% 0-048 0.1% 93% True False 2,605
10 126-098 125-265 0-152 0.4% 0-037 0.1% 93% True False 2,485
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 0-006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-011
2.618 126-241
1.618 126-186
1.000 126-152
0.618 126-131
HIGH 126-098
0.618 126-076
0.500 126-070
0.382 126-064
LOW 126-042
0.618 126-009
1.000 125-308
1.618 125-274
2.618 125-219
4.250 125-129
Fisher Pivots for day following 31-Jul-2020
Pivot 1 day 3 day
R1 126-082 126-072
PP 126-076 126-058
S1 126-070 126-042

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

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