ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 11-Sep-2020
Day Change Summary
Previous Current
10-Sep-2020 11-Sep-2020 Change Change % Previous Week
Open 125-270 125-278 0-008 0.0% 125-240
High 125-292 125-312 0-020 0.0% 125-312
Low 125-252 125-272 0-020 0.0% 125-238
Close 125-288 125-308 0-020 0.0% 125-308
Range 0-040 0-040 0-000 0.0% 0-075
ATR 0-054 0-053 -0-001 -1.9% 0-000
Volume 1,748 2,135 387 22.1% 14,127
Daily Pivots for day following 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-098 126-082 126-010
R3 126-058 126-042 125-318
R2 126-018 126-018 125-315
R1 126-002 126-002 125-311 126-010
PP 125-298 125-298 125-298 125-301
S1 125-282 125-282 125-304 125-290
S2 125-258 125-258 125-300
S3 125-218 125-242 125-296
S4 125-178 125-202 125-286
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-191 126-164 126-029
R3 126-116 126-089 126-008
R2 126-041 126-041 126-001
R1 126-014 126-014 125-314 126-028
PP 125-286 125-286 125-286 125-292
S1 125-259 125-259 125-301 125-272
S2 125-211 125-211 125-294
S3 125-136 125-184 125-287
S4 125-061 125-109 125-266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-318 125-225 0-092 0.2% 0-053 0.1% 89% False False 6,700
10 126-018 125-180 0-158 0.4% 0-053 0.1% 81% False False 85,384
20 126-018 125-180 0-158 0.4% 0-051 0.1% 81% False False 610,837
40 126-078 125-180 0-218 0.5% 0-050 0.1% 59% False False 540,586
60 126-078 125-108 0-290 0.7% 0-051 0.1% 69% False False 516,994
80 126-078 124-180 1-218 1.3% 0-058 0.1% 83% False False 602,896
100 126-078 124-180 1-218 1.3% 0-062 0.2% 83% False False 491,059
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 126-162
2.618 126-097
1.618 126-057
1.000 126-032
0.618 126-017
HIGH 125-312
0.618 125-297
0.500 125-292
0.382 125-288
LOW 125-272
0.618 125-248
1.000 125-232
1.618 125-208
2.618 125-168
4.250 125-102
Fisher Pivots for day following 11-Sep-2020
Pivot 1 day 3 day
R1 125-302 125-299
PP 125-298 125-291
S1 125-292 125-282

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

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