ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 13-Oct-2020
Day Change Summary
Previous Current
12-Oct-2020 13-Oct-2020 Change Change % Previous Week
Open 125-225 125-238 0-012 0.0% 125-300
High 125-240 125-288 0-048 0.1% 125-318
Low 125-222 125-235 0-012 0.0% 125-202
Close 125-232 125-285 0-052 0.1% 125-228
Range 0-018 0-052 0-035 200.0% 0-115
ATR 0-046 0-047 0-001 1.3% 0-000
Volume 98,879 536,601 437,722 442.7% 3,184,175
Daily Pivots for day following 13-Oct-2020
Classic Woodie Camarilla DeMark
R4 126-107 126-088 125-314
R3 126-054 126-036 125-299
R2 126-002 126-002 125-295
R1 125-303 125-303 125-290 125-312
PP 125-269 125-269 125-269 125-274
S1 125-251 125-251 125-280 125-260
S2 125-217 125-217 125-275
S3 125-164 125-198 125-271
S4 125-112 125-146 125-256
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 126-274 126-206 125-291
R3 126-159 126-091 125-259
R2 126-044 126-044 125-249
R1 125-296 125-296 125-238 125-272
PP 125-249 125-249 125-249 125-238
S1 125-181 125-181 125-217 125-158
S2 125-134 125-134 125-206
S3 125-019 125-066 125-196
S4 124-224 124-271 125-164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-288 125-202 0-085 0.2% 0-042 0.1% 97% True False 470,350
10 126-048 125-202 0-165 0.4% 0-053 0.1% 50% False False 602,996
20 126-048 125-202 0-165 0.4% 0-044 0.1% 50% False False 541,104
40 126-065 125-202 0-182 0.5% 0-048 0.1% 45% False False 623,574
60 126-125 125-202 0-242 0.6% 0-048 0.1% 34% False False 418,085
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-191
2.618 126-105
1.618 126-052
1.000 126-020
0.618 126-000
HIGH 125-288
0.618 125-267
0.500 125-261
0.382 125-255
LOW 125-235
0.618 125-203
1.000 125-182
1.618 125-150
2.618 125-098
4.250 125-012
Fisher Pivots for day following 13-Oct-2020
Pivot 1 day 3 day
R1 125-277 125-273
PP 125-269 125-261
S1 125-261 125-249

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

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