ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 01-Dec-2020
Day Change Summary
Previous Current
30-Nov-2020 01-Dec-2020 Change Change % Previous Week
Open 125-210 125-222 0-012 0.0% 125-198
High 125-232 125-230 -0-002 0.0% 125-215
Low 125-198 125-118 -0-080 -0.2% 125-162
Close 125-222 125-125 -0-098 -0.2% 125-215
Range 0-035 0-112 0-078 221.4% 0-052
ATR 0-050 0-054 0-004 9.0% 0-000
Volume 141,164 100,090 -41,074 -29.1% 6,213,822
Daily Pivots for day following 01-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-175 126-102 125-187
R3 126-062 125-310 125-156
R2 125-270 125-270 125-146
R1 125-198 125-198 125-135 125-178
PP 125-158 125-158 125-158 125-148
S1 125-085 125-085 125-115 125-065
S2 125-045 125-045 125-104
S3 124-252 124-292 125-094
S4 124-140 124-180 125-063
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 126-035 126-018 125-244
R3 125-302 125-285 125-229
R2 125-250 125-250 125-225
R1 125-232 125-232 125-220 125-241
PP 125-198 125-198 125-198 125-202
S1 125-180 125-180 125-210 125-189
S2 125-145 125-145 125-205
S3 125-092 125-128 125-201
S4 125-040 125-075 125-186
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-232 125-118 0-115 0.3% 0-050 0.1% 7% False True 791,382
10 125-232 125-118 0-115 0.3% 0-044 0.1% 7% False True 979,089
20 125-295 125-048 0-248 0.6% 0-063 0.2% 31% False False 913,518
40 125-310 125-048 0-262 0.7% 0-053 0.1% 30% False False 763,203
60 126-048 125-048 1-000 0.8% 0-050 0.1% 24% False False 689,270
80 126-088 125-048 1-040 0.9% 0-052 0.1% 22% False False 655,001
100 126-125 125-048 1-078 1.0% 0-049 0.1% 19% False False 524,428
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-007
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 127-068
2.618 126-205
1.618 126-092
1.000 126-022
0.618 125-300
HIGH 125-230
0.618 125-187
0.500 125-174
0.382 125-160
LOW 125-118
0.618 125-048
1.000 125-005
1.618 124-255
2.618 124-143
4.250 123-279
Fisher Pivots for day following 01-Dec-2020
Pivot 1 day 3 day
R1 125-174 125-175
PP 125-158 125-158
S1 125-141 125-142

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

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