ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 21-Oct-2020
Day Change Summary
Previous Current
20-Oct-2020 21-Oct-2020 Change Change % Previous Week
Open 125-235 125-232 -0-002 0.0% 125-225
High 125-248 125-238 -0-010 0.0% 125-310
Low 125-218 125-190 -0-028 -0.1% 125-222
Close 125-230 125-215 -0-015 0.0% 125-262
Range 0-030 0-048 0-018 58.3% 0-088
ATR 0-044 0-044 0-000 0.6% 0-000
Volume 553,288 680,155 126,867 22.9% 2,066,378
Daily Pivots for day following 21-Oct-2020
Classic Woodie Camarilla DeMark
R4 126-037 126-013 125-241
R3 125-309 125-286 125-228
R2 125-262 125-262 125-224
R1 125-238 125-238 125-219 125-226
PP 125-214 125-214 125-214 125-208
S1 125-191 125-191 125-211 125-179
S2 125-167 125-167 125-206
S3 125-119 125-143 125-202
S4 125-072 125-096 125-189
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
5 125-310 125-190 0-120 0.3% 0-040 0.1% 21% False True 555,104
10 125-310 125-190 0-120 0.3% 0-037 0.1% 21% False True 496,095
20 126-048 125-190 0-178 0.4% 0-043 0.1% 14% False True 555,807
40 126-065 125-190 0-195 0.5% 0-047 0.1% 13% False True 627,687
60 126-125 125-190 0-255 0.6% 0-049 0.1% 10% False True 471,811
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 0-008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-119
2.618 126-042
1.618 125-314
1.000 125-285
0.618 125-267
HIGH 125-238
0.618 125-219
0.500 125-214
0.382 125-208
LOW 125-190
0.618 125-161
1.000 125-142
1.618 125-113
2.618 125-066
4.250 124-308
Fisher Pivots for day following 21-Oct-2020
Pivot 1 day 3 day
R1 125-215 125-225
PP 125-214 125-222
S1 125-214 125-218

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

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