ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 24-Aug-2020
Day Change Summary
Previous Current
21-Aug-2020 24-Aug-2020 Change Change % Previous Week
Open 125-312 125-318 0-005 0.0% 125-275
High 126-028 126-010 -0-018 0.0% 126-028
Low 125-302 125-290 -0-012 0.0% 125-275
Close 125-310 125-298 -0-012 0.0% 125-310
Range 0-045 0-040 -0-005 -11.1% 0-072
ATR 0-047 0-047 -0-001 -1.1% 0-000
Volume 236,142 810,217 574,075 243.1% 466,644
Daily Pivots for day following 24-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-106 126-082 126-000
R3 126-066 126-042 125-308
R2 126-026 126-026 125-305
R1 126-002 126-002 125-301 125-314
PP 125-306 125-306 125-306 125-302
S1 125-282 125-282 125-294 125-274
S2 125-266 125-266 125-290
S3 125-226 125-242 125-286
S4 125-186 125-202 125-276
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-208 126-172 126-030
R3 126-136 126-099 126-010
R2 126-063 126-063 126-003
R1 126-027 126-027 125-317 126-045
PP 125-311 125-311 125-311 126-000
S1 125-274 125-274 125-303 125-292
S2 125-238 125-238 125-297
S3 125-166 125-202 125-290
S4 125-093 125-129 125-270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-028 125-278 0-070 0.2% 0-040 0.1% 29% False False 252,593
10 126-052 125-222 0-150 0.4% 0-052 0.1% 50% False False 135,293
20 126-125 125-222 0-222 0.6% 0-051 0.1% 34% False False 69,630
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 0-012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-180
2.618 126-115
1.618 126-075
1.000 126-050
0.618 126-035
HIGH 126-010
0.618 125-315
0.500 125-310
0.382 125-305
LOW 125-290
0.618 125-265
1.000 125-250
1.618 125-225
2.618 125-185
4.250 125-120
Fisher Pivots for day following 24-Aug-2020
Pivot 1 day 3 day
R1 125-310 125-319
PP 125-306 125-312
S1 125-302 125-305

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

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