ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 10-Sep-2020
Day Change Summary
Previous Current
09-Sep-2020 10-Sep-2020 Change Change % Previous Week
Open 126-002 125-300 -0-022 -0.1% 126-000
High 126-018 126-010 -0-008 0.0% 126-065
Low 125-290 125-285 -0-005 0.0% 125-255
Close 125-305 126-005 0-020 0.0% 125-260
Range 0-048 0-045 -0-002 -5.3% 0-130
ATR 0-057 0-056 -0-001 -1.5% 0-000
Volume 663,559 615,910 -47,649 -7.2% 3,491,211
Daily Pivots for day following 10-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-128 126-112 126-030
R3 126-083 126-067 126-017
R2 126-038 126-038 126-013
R1 126-022 126-022 126-009 126-030
PP 125-313 125-313 125-313 125-318
S1 125-297 125-297 126-001 125-305
S2 125-268 125-268 125-317
S3 125-223 125-252 125-313
S4 125-178 125-207 125-300
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 127-050 126-285 126-012
R3 126-240 126-155 125-296
R2 126-110 126-110 125-284
R1 126-025 126-025 125-272 126-002
PP 125-300 125-300 125-300 125-289
S1 125-215 125-215 125-248 125-192
S2 125-170 125-170 125-236
S3 125-040 125-085 125-224
S4 124-230 124-275 125-188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-065 125-255 0-130 0.3% 0-064 0.2% 54% False False 650,086
10 126-065 125-218 0-168 0.4% 0-064 0.2% 64% False False 779,306
20 126-065 125-218 0-168 0.4% 0-055 0.1% 64% False False 646,654
40 126-125 125-218 0-228 0.6% 0-050 0.1% 47% False False 325,968
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-201
2.618 126-128
1.618 126-083
1.000 126-055
0.618 126-038
HIGH 126-010
0.618 125-313
0.500 125-308
0.382 125-302
LOW 125-285
0.618 125-257
1.000 125-240
1.618 125-212
2.618 125-167
4.250 125-094
Fisher Pivots for day following 10-Sep-2020
Pivot 1 day 3 day
R1 125-319 125-319
PP 125-313 125-312
S1 125-308 125-306

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

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