ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 11-Dec-2020
Day Change Summary
Previous Current
10-Dec-2020 11-Dec-2020 Change Change % Previous Week
Open 125-182 125-205 0-022 0.1% 125-158
High 125-210 125-260 0-050 0.1% 125-260
Low 125-175 125-202 0-028 0.1% 125-150
Close 125-210 125-250 0-040 0.1% 125-250
Range 0-035 0-058 0-022 64.3% 0-110
ATR 0-049 0-050 0-001 1.2% 0-000
Volume 11,395 3,110 -8,285 -72.7% 26,712
Daily Pivots for day following 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-090 126-068 125-282
R3 126-032 126-010 125-266
R2 125-295 125-295 125-261
R1 125-272 125-272 125-255 125-284
PP 125-238 125-238 125-238 125-243
S1 125-215 125-215 125-245 125-226
S2 125-180 125-180 125-239
S3 125-122 125-158 125-234
S4 125-065 125-100 125-218
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-230 126-190 125-310
R3 126-120 126-080 125-280
R2 126-010 126-010 125-270
R1 125-290 125-290 125-260 125-310
PP 125-220 125-220 125-220 125-230
S1 125-180 125-180 125-240 125-200
S2 125-110 125-110 125-230
S3 125-000 125-070 125-220
S4 124-210 124-280 125-190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-260 125-150 0-110 0.3% 0-039 0.1% 91% True False 5,342
10 125-260 125-118 0-142 0.4% 0-048 0.1% 93% True False 35,972
20 125-260 125-118 0-142 0.4% 0-043 0.1% 93% True False 560,567
40 125-295 125-048 0-248 0.6% 0-053 0.1% 82% False False 662,888
60 126-048 125-048 1-000 0.8% 0-050 0.1% 63% False False 620,075
80 126-065 125-048 1-018 0.8% 0-051 0.1% 60% False False 653,510
100 126-125 125-048 1-078 1.0% 0-050 0.1% 51% False False 525,506
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-008
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 126-184
2.618 126-091
1.618 126-033
1.000 125-318
0.618 125-296
HIGH 125-260
0.618 125-238
0.500 125-231
0.382 125-224
LOW 125-202
0.618 125-167
1.000 125-145
1.618 125-109
2.618 125-052
4.250 124-278
Fisher Pivots for day following 11-Dec-2020
Pivot 1 day 3 day
R1 125-244 125-236
PP 125-238 125-222
S1 125-231 125-208

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

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