ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 17-Sep-2020
Day Change Summary
Previous Current
16-Sep-2020 17-Sep-2020 Change Change % Previous Week
Open 125-318 125-302 -0-015 0.0% 125-275
High 126-020 126-038 0-018 0.0% 126-032
Low 125-292 125-302 0-010 0.0% 125-275
Close 125-315 126-002 0-008 0.0% 126-025
Range 0-048 0-055 0-008 15.8% 0-078
ATR 0-051 0-052 0-000 0.5% 0-000
Volume 537,096 550,207 13,111 2.4% 2,455,068
Daily Pivots for day following 17-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-172 126-142 126-033
R3 126-118 126-088 126-018
R2 126-062 126-062 126-013
R1 126-032 126-032 126-008 126-048
PP 126-008 126-008 126-008 126-015
S1 125-298 125-298 125-317 125-312
S2 125-272 125-272 125-312
S3 125-218 125-242 125-307
S4 125-162 125-188 125-292
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
5 126-038 125-292 0-065 0.2% 0-040 0.1% 46% True False 463,256
10 126-065 125-255 0-130 0.3% 0-052 0.1% 52% False False 556,671
20 126-065 125-218 0-168 0.4% 0-054 0.1% 63% False False 753,814
40 126-125 125-218 0-228 0.6% 0-051 0.1% 46% False False 383,652
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 126-271
2.618 126-181
1.618 126-126
1.000 126-092
0.618 126-071
HIGH 126-038
0.618 126-016
0.500 126-010
0.382 126-004
LOW 125-302
0.618 125-269
1.000 125-248
1.618 125-214
2.618 125-159
4.250 125-069
Fisher Pivots for day following 17-Sep-2020
Pivot 1 day 3 day
R1 126-010 126-005
PP 126-008 126-004
S1 126-005 126-003

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

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