ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 11-Sep-2020
Day Change Summary
Previous Current
10-Sep-2020 11-Sep-2020 Change Change % Previous Week
Open 125-300 125-318 0-018 0.0% 125-275
High 126-010 126-032 0-022 0.1% 126-032
Low 125-285 125-305 0-020 0.0% 125-275
Close 126-005 126-025 0-020 0.0% 126-025
Range 0-045 0-048 0-002 5.6% 0-078
ATR 0-056 0-056 -0-001 -1.1% 0-000
Volume 615,910 501,180 -114,730 -18.6% 2,455,068
Daily Pivots for day following 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-157 126-138 126-051
R3 126-109 126-091 126-038
R2 126-062 126-062 126-034
R1 126-043 126-043 126-029 126-052
PP 126-014 126-014 126-014 126-019
S1 125-316 125-316 126-021 126-005
S2 125-287 125-287 126-016
S3 125-239 125-268 126-012
S4 125-192 125-221 125-319
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-237 126-208 126-068
R3 126-159 126-131 126-046
R2 126-082 126-082 126-039
R1 126-053 126-053 126-032 126-068
PP 126-004 126-004 126-004 126-011
S1 125-296 125-296 126-018 125-310
S2 125-247 125-247 126-011
S3 125-169 125-218 126-004
S4 125-092 125-141 125-302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-042 125-255 0-108 0.3% 0-060 0.1% 84% False False 641,463
10 126-065 125-218 0-168 0.4% 0-060 0.1% 76% False False 695,245
20 126-065 125-218 0-168 0.4% 0-054 0.1% 76% False False 670,832
40 126-125 125-218 0-228 0.6% 0-050 0.1% 56% False False 338,420
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 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-234
2.618 126-157
1.618 126-109
1.000 126-080
0.618 126-062
HIGH 126-032
0.618 126-014
0.500 126-009
0.382 126-003
LOW 125-305
0.618 125-276
1.000 125-258
1.618 125-228
2.618 125-181
4.250 125-103
Fisher Pivots for day following 11-Sep-2020
Pivot 1 day 3 day
R1 126-020 126-016
PP 126-014 126-008
S1 126-009 125-319

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

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