There is no EOF character. EOF by definition “is unequal to any valid character code”. Often it is -1. It is not written into the file at any point.
There is a historical EOF character value (CTRL+Z) in DOS, but it is obsolete these days.
To answer the follow-up question of Apoorv: The OS never uses the file data to determine file length (files are not ‘null terminated’ in any way). So you cannot trick the OS. Perhaps old, stupid programs won’t read after CTRL+Z character. I wouldn’t assume that any Windows application (even Notepad) would do that. My guess is that it would be easier to trick them with a null (\0) character.