ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 02-Dec-2020
Day Change Summary
Previous Current
01-Dec-2020 02-Dec-2020 Change Change % Previous Week
Open 125-222 125-150 -0-072 -0.2% 125-198
High 125-230 125-158 -0-072 -0.2% 125-215
Low 125-118 125-118 0-000 0.0% 125-162
Close 125-125 125-140 0-015 0.0% 125-215
Range 0-112 0-040 -0-072 -64.4% 0-052
ATR 0-054 0-053 -0-001 -1.9% 0-000
Volume 100,090 37,090 -63,000 -62.9% 6,213,822
Daily Pivots for day following 02-Dec-2020
Classic Woodie Camarilla DeMark
R4 125-258 125-239 125-162
R3 125-218 125-199 125-151
R2 125-178 125-178 125-147
R1 125-159 125-159 125-144 125-149
PP 125-138 125-138 125-138 125-133
S1 125-119 125-119 125-136 125-109
S2 125-098 125-098 125-133
S3 125-058 125-079 125-129
S4 125-018 125-039 125-118
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% 0-054 0.1% 20% False True 378,070
10 125-232 125-118 0-115 0.3% 0-044 0.1% 20% False True 918,729
20 125-295 125-048 0-248 0.6% 0-062 0.2% 37% False False 881,851
40 125-310 125-048 0-262 0.7% 0-053 0.1% 35% False False 743,502
60 126-048 125-048 1-000 0.8% 0-050 0.1% 29% False False 678,648
80 126-065 125-048 1-018 0.8% 0-052 0.1% 27% False False 655,266
100 126-125 125-048 1-078 1.0% 0-049 0.1% 23% False False 524,798
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 0-007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-008
2.618 125-262
1.618 125-222
1.000 125-198
0.618 125-182
HIGH 125-158
0.618 125-142
0.500 125-138
0.382 125-133
LOW 125-118
0.618 125-093
1.000 125-078
1.618 125-053
2.618 125-013
4.250 124-268
Fisher Pivots for day following 02-Dec-2020
Pivot 1 day 3 day
R1 125-139 125-175
PP 125-138 125-163
S1 125-138 125-152

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

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