ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 20-Oct-2020
Day Change Summary
Previous Current
19-Oct-2020 20-Oct-2020 Change Change % Previous Week
Open 125-258 125-235 -0-022 -0.1% 125-225
High 125-260 125-248 -0-012 0.0% 125-310
Low 125-222 125-218 -0-005 0.0% 125-222
Close 125-242 125-230 -0-012 0.0% 125-262
Range 0-038 0-030 -0-008 -20.0% 0-088
ATR 0-045 0-044 -0-001 -2.4% 0-000
Volume 576,121 553,288 -22,833 -4.0% 2,066,378
Daily Pivots for day following 20-Oct-2020
Classic Woodie Camarilla DeMark
R4 126-002 125-306 125-246
R3 125-292 125-276 125-238
R2 125-262 125-262 125-236
R1 125-246 125-246 125-233 125-239
PP 125-232 125-232 125-232 125-228
S1 125-216 125-216 125-227 125-209
S2 125-202 125-202 125-224
S3 125-172 125-186 125-222
S4 125-142 125-156 125-214
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 126-208 126-162 125-311
R3 126-120 126-075 125-287
R2 126-032 126-032 125-279
R1 125-308 125-308 125-271 126-010
PP 125-265 125-265 125-265 125-276
S1 125-220 125-220 125-254 125-242
S2 125-178 125-178 125-246
S3 125-090 125-132 125-238
S4 125-002 125-045 125-214
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-310 125-218 0-092 0.2% 0-036 0.1% 14% False True 512,061
10 125-310 125-202 0-108 0.3% 0-039 0.1% 26% False False 491,205
20 126-048 125-202 0-165 0.4% 0-043 0.1% 17% False False 548,588
40 126-065 125-202 0-182 0.5% 0-048 0.1% 15% False False 656,008
60 126-125 125-202 0-242 0.6% 0-049 0.1% 11% False False 460,548
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 0-008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-055
2.618 126-006
1.618 125-296
1.000 125-278
0.618 125-266
HIGH 125-248
0.618 125-236
0.500 125-232
0.382 125-229
LOW 125-218
0.618 125-199
1.000 125-188
1.618 125-169
2.618 125-139
4.250 125-090
Fisher Pivots for day following 20-Oct-2020
Pivot 1 day 3 day
R1 125-232 125-252
PP 125-232 125-245
S1 125-231 125-238

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

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