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

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