ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 09-Sep-2020
Day Change Summary
Previous Current
08-Sep-2020 09-Sep-2020 Change Change % Previous Week
Open 125-240 125-288 0-048 0.1% 125-282
High 125-290 125-298 0-008 0.0% 126-018
Low 125-238 125-258 0-020 0.0% 125-225
Close 125-275 125-270 -0-005 0.0% 125-228
Range 0-052 0-040 -0-012 -23.8% 0-112
ATR 0-057 0-055 -0-001 -2.1% 0-000
Volume 7,239 3,005 -4,234 -58.5% 180,158
Daily Pivots for day following 09-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-075 126-052 125-292
R3 126-035 126-012 125-281
R2 125-315 125-315 125-277
R1 125-292 125-292 125-274 125-284
PP 125-275 125-275 125-275 125-271
S1 125-252 125-252 125-266 125-244
S2 125-235 125-235 125-263
S3 125-195 125-212 125-259
S4 125-155 125-172 125-248
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-281 126-207 125-289
R3 126-168 126-094 125-258
R2 126-056 126-056 125-248
R1 125-302 125-302 125-238 125-282
PP 125-263 125-263 125-263 125-254
S1 125-189 125-189 125-217 125-170
S2 125-151 125-151 125-207
S3 125-038 125-077 125-197
S4 124-246 124-284 125-166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-018 125-225 0-112 0.3% 0-053 0.1% 40% False False 10,271
10 126-018 125-180 0-158 0.4% 0-058 0.1% 57% False False 491,240
20 126-018 125-180 0-158 0.4% 0-054 0.1% 57% False False 676,188
40 126-078 125-180 0-218 0.5% 0-051 0.1% 41% False False 557,415
60 126-078 125-098 0-300 0.7% 0-051 0.1% 58% False False 539,466
80 126-078 124-180 1-218 1.3% 0-060 0.1% 76% False False 606,434
100 126-078 124-180 1-218 1.3% 0-062 0.2% 76% False False 491,035
Crabel Price Patterns
NR True
NR4 True
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 0-015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-148
2.618 126-082
1.618 126-042
1.000 126-018
0.618 126-002
HIGH 125-298
0.618 125-282
0.500 125-278
0.382 125-273
LOW 125-258
0.618 125-233
1.000 125-218
1.618 125-193
2.618 125-153
4.250 125-088
Fisher Pivots for day following 09-Sep-2020
Pivot 1 day 3 day
R1 125-278 125-271
PP 125-275 125-271
S1 125-272 125-270

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

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