ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 26-Oct-2020
Day Change Summary
Previous Current
23-Oct-2020 26-Oct-2020 Change Change % Previous Week
Open 125-178 125-180 0-002 0.0% 125-258
High 125-205 125-230 0-025 0.1% 125-260
Low 125-165 125-180 0-015 0.0% 125-165
Close 125-185 125-218 0-032 0.1% 125-185
Range 0-040 0-050 0-010 25.0% 0-095
ATR 0-045 0-045 0-000 0.8% 0-000
Volume 589,575 474,298 -115,277 -19.6% 3,100,877
Daily Pivots for day following 26-Oct-2020
Classic Woodie Camarilla DeMark
R4 126-039 126-018 125-245
R3 125-309 125-288 125-231
R2 125-259 125-259 125-227
R1 125-238 125-238 125-222 125-249
PP 125-209 125-209 125-209 125-214
S1 125-188 125-188 125-213 125-199
S2 125-159 125-159 125-208
S3 125-109 125-138 125-204
S4 125-059 125-088 125-190
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
5 125-248 125-165 0-082 0.2% 0-046 0.1% 64% False False 599,810
10 125-310 125-165 0-145 0.4% 0-043 0.1% 36% False False 554,267
20 126-048 125-165 0-202 0.5% 0-046 0.1% 26% False False 575,875
40 126-065 125-165 0-220 0.5% 0-045 0.1% 24% False False 562,555
60 126-125 125-165 0-280 0.7% 0-049 0.1% 19% False False 501,120
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-122
2.618 126-041
1.618 125-311
1.000 125-280
0.618 125-261
HIGH 125-230
0.618 125-211
0.500 125-205
0.382 125-199
LOW 125-180
0.618 125-149
1.000 125-130
1.618 125-099
2.618 125-049
4.250 124-288
Fisher Pivots for day following 26-Oct-2020
Pivot 1 day 3 day
R1 125-213 125-211
PP 125-209 125-204
S1 125-205 125-198

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

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