ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 18-Sep-2020
Day Change Summary
Previous Current
17-Sep-2020 18-Sep-2020 Change Change % Previous Week
Open 125-308 125-292 -0-015 0.0% 125-308
High 125-315 125-292 -0-022 -0.1% 125-315
Low 125-270 125-268 -0-002 0.0% 125-260
Close 125-285 125-278 -0-008 0.0% 125-278
Range 0-045 0-025 -0-020 -44.4% 0-055
ATR 0-048 0-046 -0-002 -3.4% 0-000
Volume 4,553 2,298 -2,255 -49.5% 15,548
Daily Pivots for day following 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-034 126-021 125-291
R3 126-009 125-316 125-284
R2 125-304 125-304 125-282
R1 125-291 125-291 125-280 125-285
PP 125-279 125-279 125-279 125-276
S1 125-266 125-266 125-275 125-260
S2 125-254 125-254 125-273
S3 125-229 125-241 125-271
S4 125-204 125-216 125-264
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
5 125-315 125-260 0-055 0.1% 0-030 0.1% 32% False False 3,109
10 125-318 125-225 0-092 0.2% 0-042 0.1% 57% False False 4,904
20 126-018 125-180 0-158 0.4% 0-048 0.1% 62% False False 468,792
40 126-078 125-180 0-218 0.5% 0-050 0.1% 45% False False 496,685
60 126-078 125-158 0-240 0.6% 0-049 0.1% 50% False False 477,383
80 126-078 124-180 1-218 1.3% 0-056 0.1% 78% False False 529,826
100 126-078 124-180 1-218 1.3% 0-060 0.1% 78% False False 490,970
Crabel Price Patterns
NR True
NR4 False
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 0-008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-079
2.618 126-038
1.618 126-013
1.000 125-318
0.618 125-308
HIGH 125-292
0.618 125-283
0.500 125-280
0.382 125-277
LOW 125-268
0.618 125-252
1.000 125-242
1.618 125-227
2.618 125-202
4.250 125-161
Fisher Pivots for day following 18-Sep-2020
Pivot 1 day 3 day
R1 125-280 125-288
PP 125-279 125-284
S1 125-278 125-281

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

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