ECBOT 5 Year T-Note Future December 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 126-010 126-000 -0-010 0.0% 126-025
High 126-030 126-018 -0-012 0.0% 126-038
Low 125-310 125-318 0-008 0.0% 125-292
Close 126-002 126-008 0-005 0.0% 125-312
Range 0-040 0-020 -0-020 -50.0% 0-065
ATR 0-048 0-046 -0-002 -4.1% 0-000
Volume 535,782 531,339 -4,443 -0.8% 2,218,742
Daily Pivots for day following 24-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-068 126-058 126-018
R3 126-048 126-038 126-013
R2 126-028 126-028 126-011
R1 126-018 126-018 126-009 126-022
PP 126-008 126-008 126-008 126-010
S1 125-318 125-318 126-006 126-002
S2 125-308 125-308 126-004
S3 125-288 125-298 126-002
S4 125-268 125-278 125-316
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
5 126-030 125-300 0-050 0.1% 0-033 0.1% 55% False False 478,088
10 126-038 125-292 0-065 0.2% 0-037 0.1% 54% False False 470,672
20 126-065 125-218 0-168 0.4% 0-050 0.1% 66% False False 624,989
40 126-125 125-218 0-228 0.6% 0-050 0.1% 48% False False 442,998
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 0-009
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 126-102
2.618 126-070
1.618 126-050
1.000 126-038
0.618 126-030
HIGH 126-018
0.618 126-010
0.500 126-008
0.382 126-005
LOW 125-318
0.618 125-305
1.000 125-298
1.618 125-285
2.618 125-265
4.250 125-232
Fisher Pivots for day following 24-Sep-2020
Pivot 1 day 3 day
R1 126-008 126-010
PP 126-008 126-009
S1 126-008 126-008

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.