ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 07-Dec-2020
Day Change Summary
Previous Current
04-Dec-2020 07-Dec-2020 Change Change % Previous Week
Open 125-182 125-158 -0-025 -0.1% 125-210
High 125-182 125-195 0-012 0.0% 125-232
Low 125-132 125-150 0-018 0.0% 125-118
Close 125-150 125-192 0-042 0.1% 125-150
Range 0-050 0-045 -0-005 -10.0% 0-115
ATR 0-052 0-052 -0-001 -1.0% 0-000
Volume 25,973 4,458 -21,515 -82.8% 333,008
Daily Pivots for day following 07-Dec-2020
Classic Woodie Camarilla DeMark
R4 125-314 125-298 125-217
R3 125-269 125-253 125-205
R2 125-224 125-224 125-201
R1 125-208 125-208 125-197 125-216
PP 125-179 125-179 125-179 125-183
S1 125-163 125-163 125-188 125-171
S2 125-134 125-134 125-184
S3 125-089 125-118 125-180
S4 125-044 125-073 125-168
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
5 125-230 125-118 0-112 0.3% 0-058 0.1% 67% False False 39,260
10 125-232 125-118 0-115 0.3% 0-046 0.1% 65% False False 655,128
20 125-240 125-048 0-192 0.5% 0-054 0.1% 75% False False 741,120
40 125-310 125-048 0-262 0.7% 0-053 0.1% 55% False False 702,074
60 126-048 125-048 1-000 0.8% 0-050 0.1% 45% False False 649,956
80 126-065 125-048 1-018 0.8% 0-051 0.1% 43% False False 655,175
100 126-125 125-048 1-078 1.0% 0-050 0.1% 36% False False 525,342
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 0-006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-066
2.618 125-313
1.618 125-268
1.000 125-240
0.618 125-223
HIGH 125-195
0.618 125-178
0.500 125-172
0.382 125-167
LOW 125-150
0.618 125-122
1.000 125-105
1.618 125-077
2.618 125-032
4.250 124-279
Fisher Pivots for day following 07-Dec-2020
Pivot 1 day 3 day
R1 125-186 125-183
PP 125-179 125-173
S1 125-172 125-164

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

View Archives - Comment on this page... - Back to Index of Symbols