ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 06-Oct-2020
Day Change Summary
Previous Current
05-Oct-2020 06-Oct-2020 Change Change % Previous Week
Open 125-300 125-225 -0-075 -0.2% 126-022
High 125-318 125-272 -0-045 -0.1% 126-048
Low 125-222 125-222 0-000 0.0% 125-280
Close 125-242 125-252 0-010 0.0% 125-305
Range 0-095 0-050 -0-045 -47.4% 0-088
ATR 0-049 0-049 0-000 0.1% 0-000
Volume 642,787 825,118 182,331 28.4% 3,097,433
Daily Pivots for day following 06-Oct-2020
Classic Woodie Camarilla DeMark
R4 126-079 126-056 125-280
R3 126-029 126-006 125-266
R2 125-299 125-299 125-262
R1 125-276 125-276 125-257 125-288
PP 125-249 125-249 125-249 125-255
S1 125-226 125-226 125-248 125-238
S2 125-199 125-199 125-243
S3 125-149 125-176 125-239
S4 125-099 125-126 125-225
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 126-260 126-210 126-033
R3 126-172 126-122 126-009
R2 126-085 126-085 126-001
R1 126-035 126-035 125-313 126-016
PP 125-318 125-318 125-318 125-308
S1 125-268 125-268 125-297 125-249
S2 125-230 125-230 125-289
S3 125-142 125-180 125-281
S4 125-055 125-092 125-257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-048 125-222 0-145 0.4% 0-064 0.2% 21% False True 735,642
10 126-048 125-222 0-145 0.4% 0-047 0.1% 21% False True 605,971
20 126-048 125-222 0-145 0.4% 0-044 0.1% 21% False True 548,939
40 126-065 125-218 0-168 0.4% 0-051 0.1% 21% False False 567,030
60 126-125 125-218 0-228 0.6% 0-047 0.1% 15% False False 378,996
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-165
2.618 126-083
1.618 126-033
1.000 126-002
0.618 125-303
HIGH 125-272
0.618 125-253
0.500 125-248
0.382 125-242
LOW 125-222
0.618 125-192
1.000 125-172
1.618 125-142
2.618 125-092
4.250 125-010
Fisher Pivots for day following 06-Oct-2020
Pivot 1 day 3 day
R1 125-251 125-289
PP 125-249 125-277
S1 125-248 125-265

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

View Archives - Comment on this page... - Back to Index of Symbols