ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 01-Oct-2020
Day Change Summary
Previous Current
30-Sep-2020 01-Oct-2020 Change Change % Previous Week
Open 126-038 125-315 -0-042 -0.1% 125-305
High 126-048 126-020 -0-028 -0.1% 126-038
Low 125-312 125-280 -0-032 -0.1% 125-305
Close 126-010 126-008 -0-002 0.0% 126-022
Range 0-055 0-060 0-005 9.1% 0-052
ATR 0-044 0-045 0-001 2.7% 0-000
Volume 888,154 678,447 -209,707 -23.6% 2,414,051
Daily Pivots for day following 01-Oct-2020
Classic Woodie Camarilla DeMark
R4 126-176 126-152 126-040
R3 126-116 126-092 126-024
R2 126-056 126-056 126-018
R1 126-032 126-032 126-013 126-044
PP 125-316 125-316 125-316 126-002
S1 125-292 125-292 126-002 125-304
S2 125-256 125-256 125-316
S3 125-196 125-232 125-311
S4 125-136 125-172 125-294
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
5 126-048 125-280 0-088 0.2% 0-041 0.1% 54% False True 576,195
10 126-048 125-280 0-088 0.2% 0-037 0.1% 54% False True 527,141
20 126-065 125-255 0-130 0.3% 0-045 0.1% 56% False False 541,906
40 126-118 125-218 0-220 0.5% 0-050 0.1% 50% False False 514,792
60 126-125 125-218 0-228 0.6% 0-046 0.1% 48% False False 343,808
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 126-275
2.618 126-177
1.618 126-117
1.000 126-080
0.618 126-057
HIGH 126-020
0.618 125-317
0.500 125-310
0.382 125-303
LOW 125-280
0.618 125-243
1.000 125-220
1.618 125-183
2.618 125-123
4.250 125-025
Fisher Pivots for day following 01-Oct-2020
Pivot 1 day 3 day
R1 126-002 126-006
PP 125-316 126-005
S1 125-310 126-004

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

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