ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 126-025 126-012 -0-012 0.0% 125-275
High 126-035 126-015 -0-020 0.0% 126-032
Low 126-005 125-312 -0-012 0.0% 125-275
Close 126-012 126-000 -0-012 0.0% 126-025
Range 0-030 0-022 -0-008 -25.0% 0-078
ATR 0-054 0-052 -0-002 -4.2% 0-000
Volume 374,980 352,819 -22,161 -5.9% 2,455,068
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-070 126-058 126-012
R3 126-048 126-035 126-006
R2 126-025 126-025 126-004
R1 126-012 126-012 126-002 126-008
PP 126-002 126-002 126-002 126-000
S1 125-310 125-310 125-318 125-305
S2 125-300 125-300 125-316
S3 125-278 125-288 125-314
S4 125-255 125-265 125-308
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
5 126-035 125-285 0-070 0.2% 0-038 0.1% 50% False False 501,689
10 126-065 125-255 0-130 0.3% 0-050 0.1% 50% False False 568,098
20 126-065 125-218 0-168 0.4% 0-052 0.1% 61% False False 706,045
40 126-125 125-218 0-228 0.6% 0-050 0.1% 45% False False 356,576
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-012
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 126-111
2.618 126-074
1.618 126-051
1.000 126-038
0.618 126-029
HIGH 126-015
0.618 126-006
0.500 126-004
0.382 126-001
LOW 125-312
0.618 125-299
1.000 125-290
1.618 125-276
2.618 125-254
4.250 125-217
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 126-004 126-010
PP 126-002 126-007
S1 126-001 126-003

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

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