ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 05-Aug-2020

Day Change Summary
	Previous	Current
	04-Aug-2020	05-Aug-2020	Change	Change %	Previous Week
Open	126-080	126-122	0-042	0.1%	125-310
High	126-125	126-122	-0-002	0.0%	126-098
Low	126-075	126-070	-0-005	0.0%	125-265
Close	126-118	126-078	-0-040	-0.1%	126-088
Range	0-050	0-052	0-002	5.0%	0-152
ATR	0-040	0-041	0-001	2.2%	0-000
Volume	2,200	2,851	651	29.6%	13,026

Daily Pivots for day following 05-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-248	126-215	126-106
R3	126-195	126-162	126-092
R2	126-142	126-142	126-087
R1	126-110	126-110	126-082	126-100
PP	126-090	126-090	126-090	126-085
S1	126-058	126-058	126-073	126-048
S2	126-038	126-038	126-068
S3	125-305	126-005	126-063
S4	125-252	125-272	126-049

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	126-125	126-022	0-102	0.3%	0-046	0.1%	54%	False	False	1,847
10	126-125	125-265	0-180	0.4%	0-042	0.1%	74%	False	False	2,583
20	126-125	125-230	0-215	0.5%	0-040	0.1%	78%	False	False	1,842

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	0-008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-026
2.618	126-260
1.618	126-207
1.000	126-175
0.618	126-155
HIGH	126-122
0.618	126-102
0.500	126-096
0.382	126-090
LOW	126-070
0.618	126-038
1.000	126-018
1.618	125-305
2.618	125-253
4.250	125-167

Fisher Pivots for day following 05-Aug-2020
Pivot	1 day	3 day
R1	126-096	126-095
PP	126-090	126-089
S1	126-084	126-083

Download as Excel Spreadsheet

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

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