ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 04-Dec-2020
Day Change Summary
Previous Current
03-Dec-2020 04-Dec-2020 Change Change % Previous Week
Open 125-150 125-182 0-032 0.1% 125-210
High 125-185 125-182 -0-002 0.0% 125-232
Low 125-140 125-132 -0-008 0.0% 125-118
Close 125-168 125-150 -0-018 0.0% 125-150
Range 0-045 0-050 0-005 11.1% 0-115
ATR 0-053 0-052 0-000 -0.4% 0-000
Volume 28,691 25,973 -2,718 -9.5% 333,008
Daily Pivots for day following 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 125-305 125-278 125-178
R3 125-255 125-228 125-164
R2 125-205 125-205 125-159
R1 125-178 125-178 125-155 125-166
PP 125-155 125-155 125-155 125-149
S1 125-128 125-128 125-145 125-116
S2 125-105 125-105 125-141
S3 125-055 125-078 125-136
S4 125-005 125-028 125-122
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-192 126-126 125-213
R3 126-077 126-011 125-182
R2 125-282 125-282 125-171
R1 125-216 125-216 125-161 125-191
PP 125-167 125-167 125-167 125-154
S1 125-101 125-101 125-139 125-076
S2 125-052 125-052 125-129
S3 124-257 124-306 125-118
S4 124-142 124-191 125-087
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% 0-056 0.1% 28% False False 66,601
10 125-232 125-118 0-115 0.3% 0-045 0.1% 28% False False 750,327
20 125-272 125-048 0-225 0.6% 0-056 0.1% 46% False False 778,837
40 125-310 125-048 0-262 0.7% 0-053 0.1% 39% False False 716,060
60 126-048 125-048 1-000 0.8% 0-050 0.1% 32% False False 658,234
80 126-065 125-048 1-018 0.8% 0-051 0.1% 30% False False 655,339
100 126-125 125-048 1-078 1.0% 0-050 0.1% 26% False False 525,328
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 3 trading days
Fibonacci Retracements and Extensions
4.250 126-075
2.618 125-313
1.618 125-263
1.000 125-232
0.618 125-213
HIGH 125-182
0.618 125-163
0.500 125-158
0.382 125-152
LOW 125-132
0.618 125-102
1.000 125-082
1.618 125-052
2.618 125-002
4.250 124-240
Fisher Pivots for day following 04-Dec-2020
Pivot 1 day 3 day
R1 125-158 125-151
PP 125-155 125-151
S1 125-152 125-150

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

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