ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 04-Sep-2020
Day Change Summary
Previous Current
03-Sep-2020 04-Sep-2020 Change Change % Previous Week
Open 126-022 126-028 0-005 0.0% 126-000
High 126-065 126-042 -0-022 -0.1% 126-065
Low 126-000 125-255 -0-065 -0.2% 125-255
Close 126-050 125-260 -0-110 -0.3% 125-260
Range 0-065 0-108 0-042 65.4% 0-130
ATR 0-053 0-057 0-004 8.5% 0-000
Volume 544,295 752,247 207,952 38.2% 3,491,211
Daily Pivots for day following 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-295 126-225 125-319
R3 126-188 126-118 125-290
R2 126-080 126-080 125-280
R1 126-010 126-010 125-270 125-311
PP 125-292 125-292 125-292 125-283
S1 125-222 125-222 125-250 125-204
S2 125-185 125-185 125-240
S3 125-078 125-115 125-230
S4 124-290 125-008 125-201
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 127-050 126-285 126-012
R3 126-240 126-155 125-296
R2 126-110 126-110 125-284
R1 126-025 126-025 125-272 126-002
PP 125-300 125-300 125-300 125-289
S1 125-215 125-215 125-248 125-192
S2 125-170 125-170 125-236
S3 125-040 125-085 125-224
S4 124-230 124-275 125-188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-065 125-255 0-130 0.3% 0-058 0.1% 4% False True 698,242
10 126-065 125-218 0-168 0.4% 0-064 0.2% 25% False False 1,048,528
20 126-088 125-218 0-190 0.5% 0-058 0.1% 22% False False 552,195
40 126-125 125-218 0-228 0.6% 0-048 0.1% 19% False False 277,164
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 127-179
2.618 127-004
1.618 126-216
1.000 126-150
0.618 126-109
HIGH 126-042
0.618 126-001
0.500 125-309
0.382 125-296
LOW 125-255
0.618 125-189
1.000 125-148
1.618 125-081
2.618 124-294
4.250 124-118
Fisher Pivots for day following 04-Sep-2020
Pivot 1 day 3 day
R1 125-309 126-000
PP 125-292 125-300
S1 125-276 125-280

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

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