ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 03-Dec-2020
Day Change Summary
Previous Current
02-Dec-2020 03-Dec-2020 Change Change % Previous Week
Open 125-150 125-150 0-000 0.0% 125-198
High 125-158 125-185 0-028 0.1% 125-215
Low 125-118 125-140 0-022 0.1% 125-162
Close 125-140 125-168 0-028 0.1% 125-215
Range 0-040 0-045 0-005 12.5% 0-052
ATR 0-053 0-053 -0-001 -1.1% 0-000
Volume 37,090 28,691 -8,399 -22.6% 6,213,822
Daily Pivots for day following 03-Dec-2020
Classic Woodie Camarilla DeMark
R4 125-299 125-278 125-192
R3 125-254 125-233 125-180
R2 125-209 125-209 125-176
R1 125-188 125-188 125-172 125-199
PP 125-164 125-164 125-164 125-169
S1 125-143 125-143 125-163 125-154
S2 125-119 125-119 125-159
S3 125-074 125-098 125-155
S4 125-029 125-053 125-143
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% 43% False False 124,209
10 125-232 125-118 0-115 0.3% 0-043 0.1% 43% False False 837,928
20 125-295 125-048 0-248 0.6% 0-056 0.1% 48% False False 815,604
40 125-310 125-048 0-262 0.7% 0-052 0.1% 46% False False 728,438
60 126-048 125-048 1-000 0.8% 0-050 0.1% 38% False False 668,067
80 126-065 125-048 1-018 0.8% 0-051 0.1% 36% False False 655,335
100 126-125 125-048 1-078 1.0% 0-049 0.1% 30% False False 525,085
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-056
2.618 125-303
1.618 125-258
1.000 125-230
0.618 125-213
HIGH 125-185
0.618 125-168
0.500 125-162
0.382 125-157
LOW 125-140
0.618 125-112
1.000 125-095
1.618 125-067
2.618 125-022
4.250 124-269
Fisher Pivots for day following 03-Dec-2020
Pivot 1 day 3 day
R1 125-166 125-174
PP 125-164 125-172
S1 125-162 125-170

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

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