ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 22-Oct-2020
Day Change Summary
Previous Current
21-Oct-2020 22-Oct-2020 Change Change % Previous Week
Open 125-232 125-208 -0-025 -0.1% 125-225
High 125-238 125-225 -0-012 0.0% 125-310
Low 125-190 125-165 -0-025 -0.1% 125-222
Close 125-215 125-182 -0-032 -0.1% 125-262
Range 0-048 0-060 0-012 26.3% 0-088
ATR 0-044 0-045 0-001 2.6% 0-000
Volume 680,155 701,738 21,583 3.2% 2,066,378
Daily Pivots for day following 22-Oct-2020
Classic Woodie Camarilla DeMark
R4 126-051 126-017 125-216
R3 125-311 125-277 125-199
R2 125-251 125-251 125-194
R1 125-217 125-217 125-188 125-204
PP 125-191 125-191 125-191 125-184
S1 125-157 125-157 125-177 125-144
S2 125-131 125-131 125-172
S3 125-071 125-097 125-166
S4 125-011 125-037 125-150
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
5 125-288 125-165 0-122 0.3% 0-042 0.1% 14% False True 597,596
10 125-310 125-165 0-145 0.4% 0-040 0.1% 12% False True 514,158
20 126-048 125-165 0-202 0.5% 0-045 0.1% 9% False True 564,326
40 126-065 125-165 0-220 0.5% 0-048 0.1% 8% False True 594,658
60 126-125 125-165 0-280 0.7% 0-049 0.1% 6% False True 483,441
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 126-160
2.618 126-062
1.618 126-002
1.000 125-285
0.618 125-262
HIGH 125-225
0.618 125-202
0.500 125-195
0.382 125-188
LOW 125-165
0.618 125-128
1.000 125-105
1.618 125-068
2.618 125-008
4.250 124-230
Fisher Pivots for day following 22-Oct-2020
Pivot 1 day 3 day
R1 125-195 125-206
PP 125-191 125-198
S1 125-187 125-190

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.