ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 08-Sep-2020
Day Change Summary
Previous Current
04-Sep-2020 08-Sep-2020 Change Change % Previous Week
Open 125-310 125-240 -0-070 -0.2% 125-282
High 125-318 125-290 -0-028 -0.1% 126-018
Low 125-225 125-238 0-012 0.0% 125-225
Close 125-228 125-275 0-048 0.1% 125-228
Range 0-092 0-052 -0-040 -43.2% 0-112
ATR 0-056 0-057 0-000 0.8% 0-000
Volume 19,373 7,239 -12,134 -62.6% 180,158
Daily Pivots for day following 08-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-105 126-082 125-304
R3 126-052 126-030 125-289
R2 126-000 126-000 125-285
R1 125-298 125-298 125-280 125-309
PP 125-268 125-268 125-268 125-273
S1 125-245 125-245 125-270 125-256
S2 125-215 125-215 125-265
S3 125-162 125-192 125-261
S4 125-110 125-140 125-246
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-281 126-207 125-289
R3 126-168 126-094 125-258
R2 126-056 126-056 125-248
R1 125-302 125-302 125-238 125-282
PP 125-263 125-263 125-263 125-254
S1 125-189 125-189 125-217 125-170
S2 125-151 125-151 125-207
S3 125-038 125-077 125-197
S4 124-246 124-284 125-166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-018 125-225 0-112 0.3% 0-053 0.1% 44% False False 16,743
10 126-018 125-180 0-158 0.4% 0-060 0.1% 60% False False 733,946
20 126-018 125-180 0-158 0.4% 0-057 0.1% 60% False False 715,043
40 126-078 125-180 0-218 0.5% 0-051 0.1% 44% False False 568,037
60 126-078 125-098 0-300 0.7% 0-052 0.1% 59% False False 549,219
80 126-078 124-180 1-218 1.3% 0-060 0.1% 77% False False 607,754
100 126-078 124-180 1-218 1.3% 0-063 0.2% 77% False False 491,028
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-193
2.618 126-107
1.618 126-055
1.000 126-022
0.618 126-002
HIGH 125-290
0.618 125-270
0.500 125-264
0.382 125-258
LOW 125-238
0.618 125-205
1.000 125-185
1.618 125-153
2.618 125-100
4.250 125-014
Fisher Pivots for day following 08-Sep-2020
Pivot 1 day 3 day
R1 125-271 125-281
PP 125-268 125-279
S1 125-264 125-277

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

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