ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 29-Sep-2020
Day Change Summary
Previous Current
28-Sep-2020 29-Sep-2020 Change Change % Previous Week
Open 126-022 126-032 0-010 0.0% 125-305
High 126-032 126-045 0-012 0.0% 126-038
Low 126-005 126-022 0-018 0.0% 125-305
Close 126-020 126-042 0-022 0.1% 126-022
Range 0-028 0-022 -0-005 -18.2% 0-052
ATR 0-044 0-043 -0-001 -3.1% 0-000
Volume 405,648 481,476 75,828 18.7% 2,414,051
Daily Pivots for day following 29-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-104 126-096 126-055
R3 126-082 126-073 126-049
R2 126-059 126-059 126-047
R1 126-051 126-051 126-045 126-055
PP 126-037 126-037 126-037 126-039
S1 126-028 126-028 126-040 126-032
S2 126-014 126-014 126-038
S3 125-312 126-006 126-036
S4 125-289 125-303 126-030
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
5 126-045 125-310 0-055 0.1% 0-030 0.1% 95% True False 476,299
10 126-045 125-292 0-072 0.2% 0-036 0.1% 97% True False 479,211
20 126-065 125-255 0-130 0.3% 0-043 0.1% 83% False False 523,654
40 126-125 125-218 0-228 0.6% 0-050 0.1% 64% False False 475,753
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-141
2.618 126-104
1.618 126-081
1.000 126-068
0.618 126-059
HIGH 126-045
0.618 126-036
0.500 126-034
0.382 126-031
LOW 126-022
0.618 126-009
1.000 126-000
1.618 125-306
2.618 125-284
4.250 125-247
Fisher Pivots for day following 29-Sep-2020
Pivot 1 day 3 day
R1 126-040 126-035
PP 126-037 126-028
S1 126-034 126-021

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.