ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 25-Sep-2020
Day Change Summary
Previous Current
24-Sep-2020 25-Sep-2020 Change Change % Previous Week
Open 125-292 125-318 0-025 0.1% 125-300
High 125-292 126-005 0-032 0.1% 126-005
Low 125-282 125-282 0-000 0.0% 125-272
Close 125-290 125-305 0-015 0.0% 125-305
Range 0-010 0-042 0-032 325.0% 0-052
ATR 0-041 0-041 0-000 0.3% 0-000
Volume 6 313 307 5,116.7% 8,462
Daily Pivots for day following 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-112 126-091 126-008
R3 126-069 126-048 125-317
R2 126-027 126-027 125-313
R1 126-006 126-006 125-309 125-315
PP 125-304 125-304 125-304 125-299
S1 125-283 125-283 125-301 125-272
S2 125-262 125-262 125-297
S3 125-219 125-241 125-293
S4 125-177 125-198 125-282
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-138 126-114 126-014
R3 126-086 126-062 125-319
R2 126-033 126-033 125-315
R1 126-009 126-009 125-310 126-021
PP 125-301 125-301 125-301 125-307
S1 125-277 125-277 125-300 125-289
S2 125-248 125-248 125-295
S3 125-196 125-224 125-291
S4 125-143 125-172 125-276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-005 125-272 0-052 0.1% 0-028 0.1% 62% True False 1,692
10 126-005 125-260 0-065 0.2% 0-029 0.1% 69% True False 2,401
20 126-018 125-180 0-158 0.4% 0-041 0.1% 79% False False 43,892
40 126-078 125-180 0-218 0.5% 0-048 0.1% 57% False False 441,972
60 126-078 125-168 0-230 0.6% 0-047 0.1% 60% False False 429,563
80 126-078 124-180 1-218 1.3% 0-053 0.1% 83% False False 482,225
100 126-078 124-180 1-218 1.3% 0-058 0.1% 83% False False 490,493
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-006
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 126-186
2.618 126-116
1.618 126-074
1.000 126-048
0.618 126-031
HIGH 126-005
0.618 125-309
0.500 125-304
0.382 125-299
LOW 125-282
0.618 125-256
1.000 125-240
1.618 125-214
2.618 125-171
4.250 125-102
Fisher Pivots for day following 25-Sep-2020
Pivot 1 day 3 day
R1 125-305 125-304
PP 125-304 125-302
S1 125-304 125-301

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

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