ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 16-Sep-2020
Day Change Summary
Previous Current
15-Sep-2020 16-Sep-2020 Change Change % Previous Week
Open 125-295 125-285 -0-010 0.0% 125-240
High 125-300 125-300 0-000 0.0% 125-312
Low 125-280 125-260 -0-020 0.0% 125-238
Close 125-285 125-280 -0-005 0.0% 125-308
Range 0-020 0-040 0-020 100.0% 0-075
ATR 0-049 0-048 -0-001 -1.3% 0-000
Volume 1,583 4,376 2,793 176.4% 14,127
Daily Pivots for day following 16-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-080 126-060 125-302
R3 126-040 126-020 125-291
R2 126-000 126-000 125-287
R1 125-300 125-300 125-284 125-290
PP 125-280 125-280 125-280 125-275
S1 125-260 125-260 125-276 125-250
S2 125-240 125-240 125-273
S3 125-200 125-220 125-269
S4 125-160 125-180 125-258
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
5 125-312 125-252 0-060 0.1% 0-032 0.1% 46% False False 2,516
10 126-018 125-225 0-112 0.3% 0-043 0.1% 49% False False 6,393
20 126-018 125-180 0-158 0.4% 0-049 0.1% 63% False False 532,595
40 126-078 125-180 0-218 0.5% 0-050 0.1% 46% False False 515,109
60 126-078 125-122 0-275 0.7% 0-050 0.1% 57% False False 495,752
80 126-078 124-180 1-218 1.3% 0-057 0.1% 78% False False 578,757
100 126-078 124-180 1-218 1.3% 0-060 0.2% 78% False False 491,020
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-150
2.618 126-085
1.618 126-045
1.000 126-020
0.618 126-005
HIGH 125-300
0.618 125-285
0.500 125-280
0.382 125-275
LOW 125-260
0.618 125-235
1.000 125-220
1.618 125-195
2.618 125-155
4.250 125-090
Fisher Pivots for day following 16-Sep-2020
Pivot 1 day 3 day
R1 125-280 125-286
PP 125-280 125-284
S1 125-280 125-282

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

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