ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 08-Dec-2020
Day Change Summary
Previous Current
07-Dec-2020 08-Dec-2020 Change Change % Previous Week
Open 125-158 125-200 0-042 0.1% 125-210
High 125-195 125-220 0-025 0.1% 125-232
Low 125-150 125-182 0-032 0.1% 125-118
Close 125-192 125-192 0-000 0.0% 125-150
Range 0-045 0-038 -0-008 -16.7% 0-115
ATR 0-052 0-051 -0-001 -2.0% 0-000
Volume 4,458 5,013 555 12.4% 333,008
Daily Pivots for day following 08-Dec-2020
Classic Woodie Camarilla DeMark
R4 125-311 125-289 125-213
R3 125-273 125-252 125-203
R2 125-236 125-236 125-199
R1 125-214 125-214 125-196 125-206
PP 125-198 125-198 125-198 125-194
S1 125-177 125-177 125-189 125-169
S2 125-161 125-161 125-186
S3 125-123 125-139 125-182
S4 125-086 125-102 125-172
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
5 125-220 125-118 0-102 0.3% 0-044 0.1% 73% True False 20,245
10 125-232 125-118 0-115 0.3% 0-047 0.1% 65% False False 405,813
20 125-232 125-048 0-185 0.5% 0-047 0.1% 78% False False 668,602
40 125-310 125-048 0-262 0.7% 0-053 0.1% 55% False False 699,727
60 126-048 125-048 1-000 0.8% 0-050 0.1% 45% False False 643,790
80 126-065 125-048 1-018 0.8% 0-050 0.1% 43% False False 655,117
100 126-125 125-048 1-078 1.0% 0-050 0.1% 36% False False 525,385
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 126-059
2.618 125-318
1.618 125-281
1.000 125-258
0.618 125-243
HIGH 125-220
0.618 125-206
0.500 125-201
0.382 125-197
LOW 125-182
0.618 125-159
1.000 125-145
1.618 125-122
2.618 125-084
4.250 125-023
Fisher Pivots for day following 08-Dec-2020
Pivot 1 day 3 day
R1 125-201 125-187
PP 125-198 125-182
S1 125-195 125-176

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

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