ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 16-Oct-2020
Day Change Summary
Previous Current
15-Oct-2020 16-Oct-2020 Change Change % Previous Week
Open 125-280 125-270 -0-010 0.0% 125-225
High 125-310 125-288 -0-022 -0.1% 125-310
Low 125-262 125-250 -0-012 0.0% 125-222
Close 125-270 125-262 -0-008 0.0% 125-262
Range 0-048 0-038 -0-010 -21.1% 0-088
ATR 0-046 0-045 -0-001 -1.3% 0-000
Volume 489,277 476,681 -12,596 -2.6% 2,066,378
Daily Pivots for day following 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 126-059 126-038 125-283
R3 126-022 126-001 125-273
R2 125-304 125-304 125-269
R1 125-283 125-283 125-266 125-275
PP 125-267 125-267 125-267 125-262
S1 125-246 125-246 125-259 125-238
S2 125-229 125-229 125-256
S3 125-192 125-208 125-252
S4 125-154 125-171 125-242
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 126-208 126-162 125-311
R3 126-120 126-075 125-287
R2 126-032 126-032 125-279
R1 125-308 125-308 125-271 126-010
PP 125-265 125-265 125-265 125-276
S1 125-220 125-220 125-254 125-242
S2 125-178 125-178 125-246
S3 125-090 125-132 125-238
S4 125-002 125-045 125-214
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-310 125-222 0-088 0.2% 0-036 0.1% 46% False False 413,275
10 125-318 125-202 0-115 0.3% 0-046 0.1% 52% False False 525,055
20 126-048 125-202 0-165 0.4% 0-043 0.1% 36% False False 538,101
40 126-065 125-202 0-182 0.5% 0-048 0.1% 33% False False 653,931
60 126-125 125-202 0-242 0.6% 0-049 0.1% 25% False False 441,788
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 0-009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-127
2.618 126-066
1.618 126-028
1.000 126-005
0.618 125-311
HIGH 125-288
0.618 125-273
0.500 125-269
0.382 125-264
LOW 125-250
0.618 125-227
1.000 125-212
1.618 125-189
2.618 125-152
4.250 125-091
Fisher Pivots for day following 16-Oct-2020
Pivot 1 day 3 day
R1 125-269 125-280
PP 125-267 125-274
S1 125-265 125-268

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

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