ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 08-Sep-2020
Day Change Summary
Previous Current
04-Sep-2020 08-Sep-2020 Change Change % Previous Week
Open 126-028 125-275 -0-072 -0.2% 126-000
High 126-042 126-010 -0-032 -0.1% 126-065
Low 125-255 125-275 0-020 0.0% 125-255
Close 125-260 125-312 0-052 0.1% 125-260
Range 0-108 0-055 -0-052 -48.8% 0-130
ATR 0-057 0-058 0-001 1.6% 0-000
Volume 752,247 674,419 -77,828 -10.3% 3,491,211
Daily Pivots for day following 08-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-151 126-127 126-023
R3 126-096 126-072 126-008
R2 126-041 126-041 126-003
R1 126-017 126-017 125-318 126-029
PP 125-306 125-306 125-306 125-312
S1 125-282 125-282 125-307 125-294
S2 125-251 125-251 125-302
S3 125-196 125-227 125-297
S4 125-141 125-172 125-282
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 127-050 126-285 126-012
R3 126-240 126-155 125-296
R2 126-110 126-110 125-284
R1 126-025 126-025 125-272 126-002
PP 125-300 125-300 125-300 125-289
S1 125-215 125-215 125-248 125-192
S2 125-170 125-170 125-236
S3 125-040 125-085 125-224
S4 124-230 124-275 125-188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-065 125-255 0-130 0.3% 0-061 0.2% 44% False False 634,506
10 126-065 125-218 0-168 0.4% 0-065 0.2% 57% False False 1,034,948
20 126-065 125-218 0-168 0.4% 0-059 0.1% 57% False False 585,121
40 126-125 125-218 0-228 0.6% 0-049 0.1% 42% False False 294,024
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-244
2.618 126-154
1.618 126-099
1.000 126-065
0.618 126-044
HIGH 126-010
0.618 125-309
0.500 125-302
0.382 125-296
LOW 125-275
0.618 125-241
1.000 125-220
1.618 125-186
2.618 125-131
4.250 125-041
Fisher Pivots for day following 08-Sep-2020
Pivot 1 day 3 day
R1 125-309 126-000
PP 125-306 125-318
S1 125-302 125-315

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

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