ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 17-Sep-2020
Day Change Summary
Previous Current
16-Sep-2020 17-Sep-2020 Change Change % Previous Week
Open 125-285 125-308 0-022 0.1% 125-240
High 125-300 125-315 0-015 0.0% 125-312
Low 125-260 125-270 0-010 0.0% 125-238
Close 125-280 125-285 0-005 0.0% 125-308
Range 0-040 0-045 0-005 12.5% 0-075
ATR 0-048 0-048 0-000 -0.5% 0-000
Volume 4,376 4,553 177 4.0% 14,127
Daily Pivots for day following 17-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-105 126-080 125-310
R3 126-060 126-035 125-297
R2 126-015 126-015 125-293
R1 125-310 125-310 125-289 125-300
PP 125-290 125-290 125-290 125-285
S1 125-265 125-265 125-281 125-255
S2 125-245 125-245 125-277
S3 125-200 125-220 125-273
S4 125-155 125-175 125-260
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
5 125-315 125-260 0-055 0.1% 0-034 0.1% 45% True False 3,077
10 126-018 125-225 0-112 0.3% 0-044 0.1% 53% False False 5,932
20 126-018 125-180 0-158 0.4% 0-049 0.1% 67% False False 500,076
40 126-078 125-180 0-218 0.5% 0-050 0.1% 48% False False 505,581
60 126-078 125-122 0-275 0.7% 0-050 0.1% 59% False False 487,065
80 126-078 124-180 1-218 1.3% 0-057 0.1% 79% False False 550,047
100 126-078 124-180 1-218 1.3% 0-060 0.1% 79% False False 490,988
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 126-186
2.618 126-113
1.618 126-068
1.000 126-040
0.618 126-023
HIGH 125-315
0.618 125-298
0.500 125-292
0.382 125-287
LOW 125-270
0.618 125-242
1.000 125-225
1.618 125-197
2.618 125-152
4.250 125-079
Fisher Pivots for day following 17-Sep-2020
Pivot 1 day 3 day
R1 125-292 125-288
PP 125-290 125-287
S1 125-288 125-286

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.