ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 07-Oct-2020
Day Change Summary
Previous Current
06-Oct-2020 07-Oct-2020 Change Change % Previous Week
Open 125-225 125-262 0-038 0.1% 126-022
High 125-272 125-265 -0-008 0.0% 126-048
Low 125-222 125-202 -0-020 0.0% 125-280
Close 125-252 125-212 -0-040 -0.1% 125-305
Range 0-050 0-062 0-012 25.0% 0-088
ATR 0-049 0-050 0-001 1.9% 0-000
Volume 825,118 631,259 -193,859 -23.5% 3,097,433
Daily Pivots for day following 07-Oct-2020
Classic Woodie Camarilla DeMark
R4 126-094 126-056 125-247
R3 126-032 125-313 125-230
R2 125-289 125-289 125-224
R1 125-251 125-251 125-218 125-239
PP 125-227 125-227 125-227 125-221
S1 125-188 125-188 125-207 125-176
S2 125-164 125-164 125-201
S3 125-102 125-126 125-195
S4 125-039 125-063 125-178
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
5 126-035 125-202 0-152 0.4% 0-066 0.2% 7% False True 684,263
10 126-048 125-202 0-165 0.4% 0-049 0.1% 6% False True 615,518
20 126-048 125-202 0-165 0.4% 0-044 0.1% 6% False True 547,324
40 126-065 125-202 0-182 0.5% 0-050 0.1% 5% False True 582,231
60 126-125 125-202 0-242 0.6% 0-048 0.1% 4% False True 389,517
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-211
2.618 126-109
1.618 126-046
1.000 126-008
0.618 125-304
HIGH 125-265
0.618 125-241
0.500 125-234
0.382 125-226
LOW 125-202
0.618 125-164
1.000 125-140
1.618 125-101
2.618 125-039
4.250 124-257
Fisher Pivots for day following 07-Oct-2020
Pivot 1 day 3 day
R1 125-234 125-260
PP 125-227 125-244
S1 125-220 125-228

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

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