ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 27-Oct-2020
Day Change Summary
Previous Current
26-Oct-2020 27-Oct-2020 Change Change % Previous Week
Open 125-180 125-210 0-030 0.1% 125-258
High 125-230 125-248 0-018 0.0% 125-260
Low 125-180 125-208 0-028 0.1% 125-165
Close 125-218 125-242 0-025 0.1% 125-185
Range 0-050 0-040 -0-010 -20.0% 0-095
ATR 0-045 0-045 0-000 -0.8% 0-000
Volume 474,298 474,890 592 0.1% 3,100,877
Daily Pivots for day following 27-Oct-2020
Classic Woodie Camarilla DeMark
R4 126-032 126-018 125-264
R3 125-312 125-298 125-254
R2 125-272 125-272 125-250
R1 125-258 125-258 125-246 125-265
PP 125-232 125-232 125-232 125-236
S1 125-218 125-218 125-239 125-225
S2 125-192 125-192 125-235
S3 125-152 125-178 125-232
S4 125-112 125-138 125-220
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 126-168 126-112 125-237
R3 126-073 126-017 125-211
R2 125-298 125-298 125-202
R1 125-242 125-242 125-194 125-222
PP 125-203 125-203 125-203 125-194
S1 125-147 125-147 125-176 125-128
S2 125-108 125-108 125-168
S3 125-013 125-052 125-159
S4 124-238 124-277 125-133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-248 125-165 0-082 0.2% 0-048 0.1% 94% True False 584,131
10 125-310 125-165 0-145 0.4% 0-042 0.1% 53% False False 548,096
20 126-048 125-165 0-202 0.5% 0-047 0.1% 38% False False 575,546
40 126-065 125-165 0-220 0.5% 0-045 0.1% 35% False False 549,600
60 126-125 125-165 0-280 0.7% 0-049 0.1% 28% False False 509,017
Crabel Price Patterns
NR True
NR4 False
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 0-010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-098
2.618 126-032
1.618 125-312
1.000 125-288
0.618 125-272
HIGH 125-248
0.618 125-232
0.500 125-228
0.382 125-223
LOW 125-208
0.618 125-183
1.000 125-168
1.618 125-143
2.618 125-103
4.250 125-038
Fisher Pivots for day following 27-Oct-2020
Pivot 1 day 3 day
R1 125-238 125-230
PP 125-232 125-218
S1 125-228 125-206

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

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