ECBOT 5 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 24-Sep-2020
Day Change Summary
Previous Current
23-Sep-2020 24-Sep-2020 Change Change % Previous Week
Open 125-300 125-292 -0-008 0.0% 125-308
High 125-308 125-292 -0-015 0.0% 125-315
Low 125-278 125-282 0-005 0.0% 125-260
Close 125-285 125-290 0-005 0.0% 125-278
Range 0-030 0-010 -0-020 -66.7% 0-055
ATR 0-043 0-041 -0-002 -5.5% 0-000
Volume 800 6 -794 -99.3% 15,548
Daily Pivots for day following 24-Sep-2020
Classic Woodie Camarilla DeMark
R4 125-318 125-314 125-296
R3 125-308 125-304 125-293
R2 125-298 125-298 125-292
R1 125-294 125-294 125-291 125-291
PP 125-288 125-288 125-288 125-287
S1 125-284 125-284 125-289 125-281
S2 125-278 125-278 125-288
S3 125-268 125-274 125-287
S4 125-258 125-264 125-284
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
5 125-308 125-268 0-040 0.1% 0-024 0.1% 56% False False 2,089
10 125-315 125-260 0-055 0.1% 0-029 0.1% 55% False False 2,583
20 126-018 125-180 0-158 0.4% 0-043 0.1% 70% False False 122,735
40 126-078 125-180 0-218 0.5% 0-048 0.1% 51% False False 453,308
60 126-078 125-168 0-230 0.6% 0-047 0.1% 53% False False 440,252
80 126-078 124-180 1-218 1.3% 0-054 0.1% 80% False False 493,329
100 126-078 124-180 1-218 1.3% 0-058 0.1% 80% False False 490,837
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-006
Narrowest range in 116 trading days
Fibonacci Retracements and Extensions
4.250 126-015
2.618 125-319
1.618 125-309
1.000 125-302
0.618 125-299
HIGH 125-292
0.618 125-289
0.500 125-288
0.382 125-286
LOW 125-282
0.618 125-276
1.000 125-272
1.618 125-266
2.618 125-256
4.250 125-240
Fisher Pivots for day following 24-Sep-2020
Pivot 1 day 3 day
R1 125-289 125-292
PP 125-288 125-292
S1 125-288 125-291

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

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