ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 11-Aug-2020
Day Change Summary
Previous Current
10-Aug-2020 11-Aug-2020 Change Change % Previous Week
Open 126-052 126-035 -0-018 0.0% 126-090
High 126-088 126-052 -0-035 -0.1% 126-125
Low 126-042 125-265 -0-098 -0.2% 126-050
Close 126-048 125-265 -0-102 -0.3% 126-052
Range 0-045 0-108 0-062 138.9% 0-075
ATR 0-043 0-047 0-005 10.8% 0-000
Volume 15,902 23,207 7,305 45.9% 12,311
Daily Pivots for day following 11-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-303 126-232 126-004
R3 126-196 126-124 125-295
R2 126-088 126-088 125-285
R1 126-017 126-017 125-275 125-319
PP 125-301 125-301 125-301 125-292
S1 125-229 125-229 125-255 125-211
S2 125-193 125-193 125-245
S3 125-086 125-122 125-235
S4 124-298 125-014 125-206
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-301 126-252 126-094
R3 126-226 126-177 126-073
R2 126-151 126-151 126-066
R1 126-102 126-102 126-059 126-089
PP 126-076 126-076 126-076 126-069
S1 126-027 126-027 126-046 126-014
S2 126-001 126-001 126-039
S3 125-246 125-272 126-032
S4 125-171 125-197 126-011
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-122 125-265 0-178 0.4% 0-062 0.2% 0% False True 9,629
10 126-125 125-265 0-180 0.4% 0-054 0.1% 0% False True 5,846
20 126-125 125-252 0-192 0.5% 0-043 0.1% 6% False False 4,088
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 127-189
2.618 127-014
1.618 126-226
1.000 126-160
0.618 126-119
HIGH 126-052
0.618 126-011
0.500 125-319
0.382 125-306
LOW 125-265
0.618 125-199
1.000 125-158
1.618 125-091
2.618 124-304
4.250 124-128
Fisher Pivots for day following 11-Aug-2020
Pivot 1 day 3 day
R1 125-319 126-022
PP 125-301 125-317
S1 125-283 125-291

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

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