ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 30-Sep-2020
Day Change Summary
Previous Current
29-Sep-2020 30-Sep-2020 Change Change % Previous Week
Open 126-032 126-038 0-005 0.0% 125-305
High 126-045 126-048 0-002 0.0% 126-038
Low 126-022 125-312 -0-030 -0.1% 125-305
Close 126-042 126-010 -0-032 -0.1% 126-022
Range 0-022 0-055 0-032 144.4% 0-052
ATR 0-043 0-044 0-001 2.1% 0-000
Volume 481,476 888,154 406,678 84.5% 2,414,051
Daily Pivots for day following 30-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-182 126-151 126-040
R3 126-127 126-096 126-025
R2 126-072 126-072 126-020
R1 126-041 126-041 126-015 126-029
PP 126-017 126-017 126-017 126-011
S1 125-306 125-306 126-005 125-294
S2 125-282 125-282 126-000
S3 125-227 125-251 125-315
S4 125-172 125-196 125-300
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
5 126-048 125-312 0-055 0.1% 0-033 0.1% 32% True True 546,773
10 126-048 125-300 0-068 0.2% 0-036 0.1% 44% True False 514,317
20 126-065 125-255 0-130 0.3% 0-043 0.1% 58% False False 535,177
40 126-122 125-218 0-225 0.6% 0-050 0.1% 50% False False 497,902
60 126-125 125-218 0-228 0.6% 0-045 0.1% 49% False False 332,502
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-008
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 126-281
2.618 126-191
1.618 126-136
1.000 126-102
0.618 126-081
HIGH 126-048
0.618 126-026
0.500 126-020
0.382 126-014
LOW 125-312
0.618 125-279
1.000 125-258
1.618 125-224
2.618 125-169
4.250 125-079
Fisher Pivots for day following 30-Sep-2020
Pivot 1 day 3 day
R1 126-020 126-020
PP 126-017 126-017
S1 126-013 126-013

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

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