ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 21-Sep-2020
Day Change Summary
Previous Current
18-Sep-2020 21-Sep-2020 Change Change % Previous Week
Open 125-292 125-300 0-008 0.0% 125-308
High 125-292 125-308 0-015 0.0% 125-315
Low 125-268 125-272 0-005 0.0% 125-260
Close 125-278 125-285 0-008 0.0% 125-278
Range 0-025 0-035 0-010 40.0% 0-055
ATR 0-046 0-046 -0-001 -1.8% 0-000
Volume 2,298 1,393 -905 -39.4% 15,548
Daily Pivots for day following 21-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-073 126-054 125-304
R3 126-038 126-019 125-295
R2 126-003 126-003 125-291
R1 125-304 125-304 125-288 125-296
PP 125-288 125-288 125-288 125-284
S1 125-269 125-269 125-282 125-261
S2 125-253 125-253 125-279
S3 125-218 125-234 125-275
S4 125-183 125-199 125-266
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-129 126-098 125-308
R3 126-074 126-043 125-293
R2 126-019 126-019 125-288
R1 125-308 125-308 125-283 125-296
PP 125-284 125-284 125-284 125-278
S1 125-253 125-253 125-272 125-241
S2 125-229 125-229 125-267
S3 125-174 125-198 125-262
S4 125-119 125-143 125-247
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% 0-033 0.1% 45% False False 2,840
10 125-315 125-238 0-078 0.2% 0-036 0.1% 61% False False 3,106
20 126-018 125-180 0-158 0.4% 0-048 0.1% 67% False False 431,354
40 126-078 125-180 0-218 0.5% 0-050 0.1% 48% False False 486,955
60 126-078 125-162 0-235 0.6% 0-049 0.1% 52% False False 468,999
80 126-078 124-180 1-218 1.3% 0-056 0.1% 79% False False 518,502
100 126-078 124-180 1-218 1.3% 0-060 0.1% 79% False False 490,916
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-136
2.618 126-079
1.618 126-044
1.000 126-022
0.618 126-009
HIGH 125-308
0.618 125-294
0.500 125-290
0.382 125-286
LOW 125-272
0.618 125-251
1.000 125-238
1.618 125-216
2.618 125-181
4.250 125-124
Fisher Pivots for day following 21-Sep-2020
Pivot 1 day 3 day
R1 125-290 125-291
PP 125-288 125-289
S1 125-287 125-287

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

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