ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 02-Sep-2020
Day Change Summary
Previous Current
01-Sep-2020 02-Sep-2020 Change Change % Previous Week
Open 126-005 126-020 0-015 0.0% 125-318
High 126-025 126-028 0-002 0.0% 126-010
Low 125-298 125-318 0-020 0.0% 125-218
Close 126-022 126-018 -0-005 0.0% 125-318
Range 0-048 0-030 -0-018 -36.8% 0-112
ATR 0-053 0-052 -0-002 -3.1% 0-000
Volume 657,703 543,869 -113,834 -17.3% 6,994,075
Daily Pivots for day following 02-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-104 126-091 126-034
R3 126-074 126-061 126-026
R2 126-044 126-044 126-023
R1 126-031 126-031 126-020 126-022
PP 126-014 126-014 126-014 126-010
S1 126-001 126-001 126-015 125-312
S2 125-304 125-304 126-012
S3 125-274 125-291 126-009
S4 125-244 125-261 126-001
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 126-306 126-264 126-059
R3 126-193 126-152 126-028
R2 126-081 126-081 126-018
R1 126-039 126-039 126-008 126-054
PP 125-288 125-288 125-288 125-296
S1 125-247 125-247 125-307 125-261
S2 125-176 125-176 125-297
S3 125-063 125-134 125-287
S4 124-271 125-022 125-256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-028 125-218 0-130 0.3% 0-064 0.2% 92% True False 908,526
10 126-028 125-218 0-130 0.3% 0-055 0.1% 92% True False 950,957
20 126-118 125-218 0-220 0.5% 0-055 0.1% 55% False False 487,677
40 126-125 125-218 0-228 0.6% 0-047 0.1% 53% False False 244,760
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-014
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 126-155
2.618 126-106
1.618 126-076
1.000 126-058
0.618 126-046
HIGH 126-028
0.618 126-016
0.500 126-012
0.382 126-009
LOW 125-318
0.618 125-299
1.000 125-288
1.618 125-269
2.618 125-239
4.250 125-190
Fisher Pivots for day following 02-Sep-2020
Pivot 1 day 3 day
R1 126-016 126-012
PP 126-014 126-007
S1 126-012 126-001

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

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