ECBOT 5 Year T-Note Future December 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 126-005 126-010 0-005 0.0% 126-025
High 126-025 126-030 0-005 0.0% 126-038
Low 125-318 125-310 -0-008 0.0% 125-292
Close 126-022 126-002 -0-020 0.0% 125-312
Range 0-028 0-040 0-012 45.5% 0-065
ATR 0-048 0-048 -0-001 -1.2% 0-000
Volume 433,314 513,686 80,372 18.5% 2,218,742
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-128 126-105 126-024
R3 126-088 126-065 126-014
R2 126-048 126-048 126-010
R1 126-025 126-025 126-006 126-016
PP 126-008 126-008 126-008 126-003
S1 125-305 125-305 125-319 125-296
S2 125-288 125-288 125-315
S3 125-248 125-265 125-312
S4 125-208 125-225 125-300
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-196 126-159 126-028
R3 126-131 126-094 126-010
R2 126-066 126-066 126-004
R1 126-029 126-029 125-318 126-015
PP 126-001 126-001 126-001 125-314
S1 125-284 125-284 125-307 125-270
S2 125-256 125-256 125-301
S3 125-191 125-219 125-295
S4 125-126 125-154 125-277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-038 125-300 0-058 0.1% 0-040 0.1% 39% False False 471,400
10 126-038 125-285 0-072 0.2% 0-039 0.1% 52% False False 473,898
20 126-065 125-218 0-168 0.4% 0-052 0.1% 63% False False 696,952
40 126-125 125-218 0-228 0.6% 0-051 0.1% 46% False False 428,505
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 0-010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-200
2.618 126-135
1.618 126-095
1.000 126-070
0.618 126-055
HIGH 126-030
0.618 126-015
0.500 126-010
0.382 126-005
LOW 125-310
0.618 125-285
1.000 125-270
1.618 125-245
2.618 125-205
4.250 125-140
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 126-010 126-008
PP 126-008 126-006
S1 126-005 126-004

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

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