ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 25-Sep-2020
Day Change Summary
Previous Current
24-Sep-2020 25-Sep-2020 Change Change % Previous Week
Open 126-000 126-005 0-005 0.0% 125-305
High 126-018 126-038 0-020 0.0% 126-038
Low 125-318 125-318 0-000 0.0% 125-305
Close 126-008 126-022 0-015 0.0% 126-022
Range 0-020 0-040 0-020 100.0% 0-052
ATR 0-046 0-045 0-000 -0.9% 0-000
Volume 531,339 427,251 -104,088 -19.6% 2,414,051
Daily Pivots for day following 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-139 126-121 126-044
R3 126-099 126-081 126-034
R2 126-059 126-059 126-030
R1 126-041 126-041 126-026 126-050
PP 126-019 126-019 126-019 126-024
S1 126-001 126-001 126-019 126-010
S2 125-299 125-299 126-015
S3 125-259 125-281 126-012
S4 125-219 125-241 126-000
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-172 126-150 126-051
R3 126-120 126-098 126-037
R2 126-068 126-068 126-032
R1 126-045 126-045 126-027 126-056
PP 126-015 126-015 126-015 126-021
S1 125-312 125-312 126-018 126-004
S2 125-282 125-282 126-013
S3 125-230 125-260 126-008
S4 125-178 125-208 125-314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-038 125-305 0-052 0.1% 0-034 0.1% 71% True False 482,810
10 126-038 125-292 0-065 0.2% 0-036 0.1% 77% True False 463,279
20 126-065 125-218 0-168 0.4% 0-048 0.1% 75% False False 579,262
40 126-125 125-218 0-228 0.6% 0-050 0.1% 55% False False 453,675
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-208
2.618 126-142
1.618 126-102
1.000 126-078
0.618 126-062
HIGH 126-038
0.618 126-022
0.500 126-018
0.382 126-013
LOW 125-318
0.618 125-293
1.000 125-278
1.618 125-253
2.618 125-213
4.250 125-148
Fisher Pivots for day following 25-Sep-2020
Pivot 1 day 3 day
R1 126-021 126-020
PP 126-019 126-017
S1 126-018 126-014

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

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