ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 03-Sep-2020
Day Change Summary
Previous Current
02-Sep-2020 03-Sep-2020 Change Change % Previous Week
Open 126-020 126-022 0-002 0.0% 125-318
High 126-028 126-065 0-038 0.1% 126-010
Low 125-318 126-000 0-002 0.0% 125-218
Close 126-018 126-050 0-032 0.1% 125-318
Range 0-030 0-065 0-035 116.7% 0-112
ATR 0-052 0-053 0-001 1.8% 0-000
Volume 543,869 544,295 426 0.1% 6,994,075
Daily Pivots for day following 03-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-233 126-207 126-086
R3 126-168 126-142 126-068
R2 126-103 126-103 126-062
R1 126-077 126-077 126-056 126-090
PP 126-038 126-038 126-038 126-045
S1 126-012 126-012 126-044 126-025
S2 125-293 125-293 126-038
S3 125-228 125-267 126-032
S4 125-163 125-202 126-014
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
5 126-065 125-218 0-168 0.4% 0-058 0.1% 91% True False 749,028
10 126-065 125-218 0-168 0.4% 0-058 0.1% 91% True False 996,918
20 126-100 125-218 0-202 0.5% 0-056 0.1% 75% False False 514,724
40 126-125 125-218 0-228 0.6% 0-047 0.1% 67% False False 258,360
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-021
2.618 126-235
1.618 126-170
1.000 126-130
0.618 126-105
HIGH 126-065
0.618 126-040
0.500 126-032
0.382 126-025
LOW 126-000
0.618 125-280
1.000 125-255
1.618 125-215
2.618 125-150
4.250 125-044
Fisher Pivots for day following 03-Sep-2020
Pivot 1 day 3 day
R1 126-044 126-040
PP 126-038 126-031
S1 126-032 126-021

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

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