ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 23-Sep-2020
Day Change Summary
Previous Current
22-Sep-2020 23-Sep-2020 Change Change % Previous Week
Open 125-300 125-300 0-000 0.0% 125-308
High 125-305 125-308 0-002 0.0% 125-315
Low 125-282 125-278 -0-005 0.0% 125-260
Close 125-302 125-285 -0-018 0.0% 125-278
Range 0-022 0-030 0-008 33.3% 0-055
ATR 0-044 0-043 -0-001 -2.3% 0-000
Volume 5,950 173 -5,777 -97.1% 15,548
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-060 126-042 125-302
R3 126-030 126-012 125-293
R2 126-000 126-000 125-290
R1 125-302 125-302 125-288 125-296
PP 125-290 125-290 125-290 125-287
S1 125-272 125-272 125-282 125-266
S2 125-260 125-260 125-280
S3 125-230 125-242 125-277
S4 125-200 125-212 125-268
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-129 126-098 125-308
R3 126-074 126-043 125-293
R2 126-019 126-019 125-288
R1 125-308 125-308 125-283 125-296
PP 125-284 125-284 125-284 125-278
S1 125-253 125-253 125-272 125-241
S2 125-229 125-229 125-267
S3 125-174 125-198 125-262
S4 125-119 125-143 125-247
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-315 125-268 0-048 0.1% 0-032 0.1% 37% False False 2,873
10 125-315 125-252 0-062 0.2% 0-032 0.1% 52% False False 2,694
20 126-018 125-180 0-158 0.4% 0-045 0.1% 67% False False 246,967
40 126-078 125-180 0-218 0.5% 0-049 0.1% 48% False False 464,970
60 126-078 125-168 0-230 0.6% 0-048 0.1% 51% False False 452,409
80 126-078 124-180 1-218 1.3% 0-055 0.1% 79% False False 499,510
100 126-078 124-180 1-218 1.3% 0-059 0.1% 79% False False 490,907
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-115
2.618 126-066
1.618 126-036
1.000 126-018
0.618 126-006
HIGH 125-308
0.618 125-296
0.500 125-292
0.382 125-289
LOW 125-278
0.618 125-259
1.000 125-248
1.618 125-229
2.618 125-199
4.250 125-150
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 125-292 125-290
PP 125-290 125-288
S1 125-288 125-287

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

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