ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 21-Sep-2020
Day Change Summary
Previous Current
18-Sep-2020 21-Sep-2020 Change Change % Previous Week
Open 125-312 125-305 -0-008 0.0% 126-025
High 126-012 126-030 0-018 0.0% 126-038
Low 125-300 125-305 0-005 0.0% 125-292
Close 125-312 126-005 0-012 0.0% 125-312
Range 0-032 0-045 0-012 38.5% 0-065
ATR 0-050 0-050 0-000 -0.7% 0-000
Volume 403,640 456,153 52,513 13.0% 2,218,742
Daily Pivots for day following 21-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-142 126-118 126-030
R3 126-097 126-073 126-017
R2 126-052 126-052 126-013
R1 126-028 126-028 126-009 126-040
PP 126-007 126-007 126-007 126-012
S1 125-303 125-303 126-001 125-315
S2 125-282 125-282 125-317
S3 125-237 125-258 125-313
S4 125-192 125-213 125-300
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% 0-040 0.1% 50% False False 459,983
10 126-038 125-275 0-082 0.2% 0-043 0.1% 61% False False 512,996
20 126-065 125-218 0-168 0.4% 0-053 0.1% 64% False False 780,762
40 126-125 125-218 0-228 0.6% 0-052 0.1% 47% False False 404,980
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 0-009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-221
2.618 126-148
1.618 126-103
1.000 126-075
0.618 126-058
HIGH 126-030
0.618 126-013
0.500 126-008
0.382 126-002
LOW 125-305
0.618 125-277
1.000 125-260
1.618 125-232
2.618 125-187
4.250 125-114
Fisher Pivots for day following 21-Sep-2020
Pivot 1 day 3 day
R1 126-008 126-009
PP 126-007 126-008
S1 126-006 126-006

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

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