ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 125-308 125-295 -0-012 0.0% 125-240
High 125-312 125-300 -0-012 0.0% 125-312
Low 125-290 125-280 -0-010 0.0% 125-238
Close 125-295 125-285 -0-010 0.0% 125-308
Range 0-022 0-020 -0-002 -11.1% 0-075
ATR 0-051 0-049 -0-002 -4.3% 0-000
Volume 2,738 1,583 -1,155 -42.2% 14,127
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-028 126-017 125-296
R3 126-008 125-317 125-290
R2 125-308 125-308 125-289
R1 125-297 125-297 125-287 125-292
PP 125-288 125-288 125-288 125-286
S1 125-277 125-277 125-283 125-272
S2 125-268 125-268 125-281
S3 125-248 125-257 125-280
S4 125-228 125-237 125-274
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-191 126-164 126-029
R3 126-116 126-089 126-008
R2 126-041 126-041 126-001
R1 126-014 126-014 125-314 126-028
PP 125-286 125-286 125-286 125-292
S1 125-259 125-259 125-301 125-272
S2 125-211 125-211 125-294
S3 125-136 125-184 125-287
S4 125-061 125-109 125-266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-312 125-252 0-060 0.1% 0-032 0.1% 54% False False 2,241
10 126-018 125-225 0-112 0.3% 0-043 0.1% 53% False False 9,492
20 126-018 125-180 0-158 0.4% 0-049 0.1% 67% False False 556,613
40 126-078 125-180 0-218 0.5% 0-050 0.1% 48% False False 524,581
60 126-078 125-122 0-275 0.7% 0-050 0.1% 59% False False 502,126
80 126-078 124-180 1-218 1.3% 0-057 0.1% 79% False False 588,281
100 126-078 124-180 1-218 1.3% 0-060 0.2% 79% False False 491,012
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 109 trading days
Fibonacci Retracements and Extensions
4.250 126-065
2.618 126-032
1.618 126-012
1.000 126-000
0.618 125-312
HIGH 125-300
0.618 125-292
0.500 125-290
0.382 125-288
LOW 125-280
0.618 125-268
1.000 125-260
1.618 125-248
2.618 125-228
4.250 125-195
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 125-290 125-292
PP 125-288 125-290
S1 125-287 125-288

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

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