ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 18-Sep-2020
Day Change Summary
Previous Current
17-Sep-2020 18-Sep-2020 Change Change % Previous Week
Open 125-302 125-312 0-010 0.0% 126-025
High 126-038 126-012 -0-025 -0.1% 126-038
Low 125-302 125-300 -0-002 0.0% 125-292
Close 126-002 125-312 -0-010 0.0% 125-312
Range 0-055 0-032 -0-022 -40.9% 0-065
ATR 0-052 0-050 -0-001 -2.6% 0-000
Volume 550,207 403,640 -146,567 -26.6% 2,218,742
Daily Pivots for day following 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-092 126-075 126-010
R3 126-060 126-042 126-001
R2 126-028 126-028 125-318
R1 126-010 126-010 125-315 126-009
PP 125-315 125-315 125-315 125-314
S1 125-298 125-298 125-310 125-296
S2 125-282 125-282 125-307
S3 125-250 125-265 125-304
S4 125-218 125-232 125-295
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-196 126-159 126-028
R3 126-131 126-094 126-010
R2 126-066 126-066 126-004
R1 126-029 126-029 125-318 126-015
PP 126-001 126-001 126-001 125-314
S1 125-284 125-284 125-307 125-270
S2 125-256 125-256 125-301
S3 125-191 125-219 125-295
S4 125-126 125-154 125-277
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% 0-038 0.1% 31% False False 443,748
10 126-042 125-255 0-108 0.3% 0-049 0.1% 53% False False 542,605
20 126-065 125-218 0-168 0.4% 0-053 0.1% 57% False False 769,761
40 126-125 125-218 0-228 0.6% 0-051 0.1% 42% False False 393,631
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-151
2.618 126-098
1.618 126-065
1.000 126-045
0.618 126-033
HIGH 126-012
0.618 126-000
0.500 125-316
0.382 125-312
LOW 125-300
0.618 125-280
1.000 125-268
1.618 125-247
2.618 125-215
4.250 125-162
Fisher Pivots for day following 18-Sep-2020
Pivot 1 day 3 day
R1 125-316 126-005
PP 125-315 126-001
S1 125-314 125-317

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

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