ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 22-Sep-2020
Day Change Summary
Previous Current
21-Sep-2020 22-Sep-2020 Change Change % Previous Week
Open 125-305 126-005 0-020 0.0% 126-025
High 126-030 126-025 -0-005 0.0% 126-038
Low 125-305 125-318 0-012 0.0% 125-292
Close 126-005 126-022 0-018 0.0% 125-312
Range 0-045 0-028 -0-018 -38.9% 0-065
ATR 0-050 0-048 -0-002 -3.2% 0-000
Volume 456,153 463,526 7,373 1.6% 2,218,742
Daily Pivots for day following 22-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-098 126-088 126-038
R3 126-070 126-060 126-030
R2 126-042 126-042 126-028
R1 126-032 126-032 126-025 126-038
PP 126-015 126-015 126-015 126-018
S1 126-005 126-005 126-020 126-010
S2 125-308 125-308 126-017
S3 125-280 125-298 126-015
S4 125-252 125-270 126-007
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-196 126-159 126-028
R3 126-131 126-094 126-010
R2 126-066 126-066 126-004
R1 126-029 126-029 125-318 126-015
PP 126-001 126-001 126-001 125-314
S1 125-284 125-284 125-307 125-270
S2 125-256 125-256 125-301
S3 125-191 125-219 125-295
S4 125-126 125-154 125-277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-038 125-292 0-065 0.2% 0-042 0.1% 77% False False 482,124
10 126-038 125-285 0-072 0.2% 0-040 0.1% 79% False False 491,907
20 126-065 125-218 0-168 0.4% 0-053 0.1% 75% False False 763,427
40 126-125 125-218 0-228 0.6% 0-052 0.1% 55% False False 416,529
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-142
2.618 126-097
1.618 126-069
1.000 126-052
0.618 126-042
HIGH 126-025
0.618 126-014
0.500 126-011
0.382 126-008
LOW 125-318
0.618 125-301
1.000 125-290
1.618 125-273
2.618 125-246
4.250 125-201
Fisher Pivots for day following 22-Sep-2020
Pivot 1 day 3 day
R1 126-019 126-017
PP 126-015 126-011
S1 126-011 126-005

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

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