ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 28-Sep-2020
Day Change Summary
Previous Current
25-Sep-2020 28-Sep-2020 Change Change % Previous Week
Open 126-005 126-022 0-018 0.0% 125-305
High 126-038 126-032 -0-005 0.0% 126-038
Low 125-318 126-005 0-008 0.0% 125-305
Close 126-022 126-020 -0-002 0.0% 126-022
Range 0-040 0-028 -0-012 -31.3% 0-052
ATR 0-045 0-044 -0-001 -2.8% 0-000
Volume 427,251 405,648 -21,603 -5.1% 2,414,051
Daily Pivots for day following 28-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-102 126-088 126-035
R3 126-074 126-061 126-028
R2 126-047 126-047 126-025
R1 126-033 126-033 126-023 126-026
PP 126-019 126-019 126-019 126-016
S1 126-006 126-006 126-017 125-319
S2 125-312 125-312 126-015
S3 125-284 125-298 126-012
S4 125-257 125-271 126-005
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-172 126-150 126-051
R3 126-120 126-098 126-037
R2 126-068 126-068 126-032
R1 126-045 126-045 126-027 126-056
PP 126-015 126-015 126-015 126-021
S1 125-312 125-312 126-018 126-004
S2 125-282 125-282 126-013
S3 125-230 125-260 126-008
S4 125-178 125-208 125-314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-038 125-310 0-048 0.1% 0-031 0.1% 63% False False 472,709
10 126-038 125-292 0-065 0.2% 0-036 0.1% 73% False False 466,346
20 126-065 125-255 0-130 0.3% 0-044 0.1% 65% False False 549,236
40 126-125 125-218 0-228 0.6% 0-050 0.1% 54% False False 463,743
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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-149
2.618 126-104
1.618 126-077
1.000 126-060
0.618 126-049
HIGH 126-032
0.618 126-022
0.500 126-019
0.382 126-016
LOW 126-005
0.618 125-308
1.000 125-298
1.618 125-281
2.618 125-253
4.250 125-208
Fisher Pivots for day following 28-Sep-2020
Pivot 1 day 3 day
R1 126-020 126-019
PP 126-019 126-018
S1 126-019 126-018

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.