ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 14-Oct-2020
Day Change Summary
Previous Current
13-Oct-2020 14-Oct-2020 Change Change % Previous Week
Open 125-238 125-278 0-040 0.1% 125-300
High 125-288 125-298 0-010 0.0% 125-318
Low 125-235 125-270 0-035 0.1% 125-202
Close 125-285 125-285 0-000 0.0% 125-228
Range 0-052 0-028 -0-025 -47.6% 0-115
ATR 0-047 0-046 -0-001 -3.0% 0-000
Volume 536,601 464,940 -71,661 -13.4% 3,184,175
Daily Pivots for day following 14-Oct-2020
Classic Woodie Camarilla DeMark
R4 126-047 126-033 125-300
R3 126-019 126-006 125-293
R2 125-312 125-312 125-290
R1 125-298 125-298 125-288 125-305
PP 125-284 125-284 125-284 125-288
S1 125-271 125-271 125-282 125-278
S2 125-257 125-257 125-280
S3 125-229 125-243 125-277
S4 125-202 125-216 125-270
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
5 125-298 125-210 0-088 0.2% 0-034 0.1% 86% True False 437,086
10 126-035 125-202 0-152 0.4% 0-050 0.1% 54% False False 560,675
20 126-048 125-202 0-165 0.4% 0-043 0.1% 50% False False 537,496
40 126-065 125-202 0-182 0.5% 0-048 0.1% 45% False False 634,706
60 126-125 125-202 0-242 0.6% 0-048 0.1% 34% False False 425,818
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-094
2.618 126-049
1.618 126-022
1.000 126-005
0.618 125-314
HIGH 125-298
0.618 125-287
0.500 125-284
0.382 125-281
LOW 125-270
0.618 125-253
1.000 125-242
1.618 125-226
2.618 125-198
4.250 125-153
Fisher Pivots for day following 14-Oct-2020
Pivot 1 day 3 day
R1 125-285 125-277
PP 125-284 125-268
S1 125-284 125-260

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

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