ECBOT 5 Year T-Note Future December 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 125-275 126-002 0-048 0.1% 126-000
High 126-010 126-018 0-008 0.0% 126-065
Low 125-275 125-290 0-015 0.0% 125-255
Close 125-312 125-305 -0-008 0.0% 125-260
Range 0-055 0-048 -0-008 -13.6% 0-130
ATR 0-058 0-057 -0-001 -1.3% 0-000
Volume 674,419 663,559 -10,860 -1.6% 3,491,211
Daily Pivots for day following 09-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-133 126-107 126-011
R3 126-086 126-059 125-318
R2 126-038 126-038 125-314
R1 126-012 126-012 125-309 126-001
PP 125-311 125-311 125-311 125-306
S1 125-284 125-284 125-301 125-274
S2 125-263 125-263 125-296
S3 125-216 125-237 125-292
S4 125-168 125-189 125-279
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% 38% False False 635,677
10 126-065 125-218 0-168 0.4% 0-064 0.2% 52% False False 920,005
20 126-065 125-218 0-168 0.4% 0-056 0.1% 52% False False 617,138
40 126-125 125-218 0-228 0.6% 0-049 0.1% 38% False False 310,613
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 0-016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-219
2.618 126-142
1.618 126-094
1.000 126-065
0.618 126-047
HIGH 126-018
0.618 125-319
0.500 125-314
0.382 125-308
LOW 125-290
0.618 125-261
1.000 125-242
1.618 125-213
2.618 125-166
4.250 125-088
Fisher Pivots for day following 09-Sep-2020
Pivot 1 day 3 day
R1 125-314 125-309
PP 125-311 125-308
S1 125-308 125-306

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

View Archives - Comment on this page... - Back to Index of Symbols