ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 22-Sep-2020
Day Change Summary
Previous Current
21-Sep-2020 22-Sep-2020 Change Change % Previous Week
Open 125-300 125-300 0-000 0.0% 125-308
High 125-308 125-305 -0-002 0.0% 125-315
Low 125-272 125-282 0-010 0.0% 125-260
Close 125-285 125-302 0-018 0.0% 125-278
Range 0-035 0-022 -0-012 -35.7% 0-055
ATR 0-046 0-044 -0-002 -3.6% 0-000
Volume 1,393 5,950 4,557 327.1% 15,548
Daily Pivots for day following 22-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-044 126-036 125-315
R3 126-022 126-013 125-309
R2 125-319 125-319 125-307
R1 125-311 125-311 125-305 125-315
PP 125-297 125-297 125-297 125-299
S1 125-288 125-288 125-300 125-292
S2 125-274 125-274 125-298
S3 125-252 125-266 125-296
S4 125-229 125-243 125-290
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% 0-034 0.1% 77% False False 3,714
10 125-315 125-252 0-062 0.2% 0-033 0.1% 80% False False 2,977
20 126-018 125-180 0-158 0.4% 0-046 0.1% 78% False False 368,462
40 126-078 125-180 0-218 0.5% 0-049 0.1% 56% False False 475,892
60 126-078 125-168 0-230 0.6% 0-048 0.1% 59% False False 460,776
80 126-078 124-180 1-218 1.3% 0-055 0.1% 82% False False 506,717
100 126-078 124-180 1-218 1.3% 0-059 0.1% 82% False False 490,944
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-081
2.618 126-044
1.618 126-021
1.000 126-008
0.618 125-319
HIGH 125-305
0.618 125-296
0.500 125-294
0.382 125-291
LOW 125-282
0.618 125-269
1.000 125-260
1.618 125-246
2.618 125-224
4.250 125-187
Fisher Pivots for day following 22-Sep-2020
Pivot 1 day 3 day
R1 125-300 125-298
PP 125-297 125-292
S1 125-294 125-288

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

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