ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 09-Dec-2020
Day Change Summary
Previous Current
08-Dec-2020 09-Dec-2020 Change Change % Previous Week
Open 125-200 125-170 -0-030 -0.1% 125-210
High 125-220 125-175 -0-045 -0.1% 125-232
Low 125-182 125-155 -0-028 -0.1% 125-118
Close 125-192 125-168 -0-025 -0.1% 125-150
Range 0-038 0-020 -0-018 -46.7% 0-115
ATR 0-051 0-050 -0-001 -1.9% 0-000
Volume 5,013 2,736 -2,277 -45.4% 333,008
Daily Pivots for day following 09-Dec-2020
Classic Woodie Camarilla DeMark
R4 125-226 125-217 125-178
R3 125-206 125-197 125-173
R2 125-186 125-186 125-171
R1 125-177 125-177 125-169 125-171
PP 125-166 125-166 125-166 125-163
S1 125-157 125-157 125-166 125-151
S2 125-146 125-146 125-164
S3 125-126 125-137 125-162
S4 125-106 125-117 125-156
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
5 125-220 125-132 0-088 0.2% 0-040 0.1% 40% False False 13,374
10 125-232 125-118 0-115 0.3% 0-046 0.1% 43% False False 195,722
20 125-232 125-048 0-185 0.5% 0-045 0.1% 65% False False 619,925
40 125-310 125-048 0-262 0.7% 0-052 0.1% 46% False False 686,381
60 126-048 125-048 1-000 0.8% 0-050 0.1% 38% False False 637,955
80 126-065 125-048 1-018 0.8% 0-050 0.1% 36% False False 654,977
100 126-125 125-048 1-078 1.0% 0-050 0.1% 30% False False 525,403
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 41 trading days
Fibonacci Retracements and Extensions
4.250 125-260
2.618 125-227
1.618 125-207
1.000 125-195
0.618 125-187
HIGH 125-175
0.618 125-167
0.500 125-165
0.382 125-163
LOW 125-155
0.618 125-143
1.000 125-135
1.618 125-123
2.618 125-103
4.250 125-070
Fisher Pivots for day following 09-Dec-2020
Pivot 1 day 3 day
R1 125-167 125-185
PP 125-166 125-179
S1 125-165 125-173

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

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