ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 23-Oct-2020
Day Change Summary
Previous Current
22-Oct-2020 23-Oct-2020 Change Change % Previous Week
Open 125-208 125-178 -0-030 -0.1% 125-258
High 125-225 125-205 -0-020 0.0% 125-260
Low 125-165 125-165 0-000 0.0% 125-165
Close 125-182 125-185 0-002 0.0% 125-185
Range 0-060 0-040 -0-020 -33.3% 0-095
ATR 0-045 0-045 0-000 -0.8% 0-000
Volume 701,738 589,575 -112,163 -16.0% 3,100,877
Daily Pivots for day following 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 125-305 125-285 125-207
R3 125-265 125-245 125-196
R2 125-225 125-225 125-192
R1 125-205 125-205 125-189 125-215
PP 125-185 125-185 125-185 125-190
S1 125-165 125-165 125-181 125-175
S2 125-145 125-145 125-178
S3 125-105 125-125 125-174
S4 125-065 125-085 125-163
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 126-168 126-112 125-237
R3 126-073 126-017 125-211
R2 125-298 125-298 125-202
R1 125-242 125-242 125-194 125-222
PP 125-203 125-203 125-203 125-194
S1 125-147 125-147 125-176 125-128
S2 125-108 125-108 125-168
S3 125-013 125-052 125-159
S4 124-238 124-277 125-133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-260 125-165 0-095 0.2% 0-043 0.1% 21% False True 620,175
10 125-310 125-165 0-145 0.4% 0-040 0.1% 14% False True 516,725
20 126-048 125-165 0-202 0.5% 0-045 0.1% 10% False True 572,443
40 126-065 125-165 0-220 0.5% 0-046 0.1% 9% False True 575,852
60 126-125 125-165 0-280 0.7% 0-049 0.1% 7% False True 493,264
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 0-010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-055
2.618 125-310
1.618 125-270
1.000 125-245
0.618 125-230
HIGH 125-205
0.618 125-190
0.500 125-185
0.382 125-180
LOW 125-165
0.618 125-140
1.000 125-125
1.618 125-100
2.618 125-060
4.250 124-315
Fisher Pivots for day following 23-Oct-2020
Pivot 1 day 3 day
R1 125-185 125-201
PP 125-185 125-196
S1 125-185 125-190

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

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