ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 23-Dec-2020
Day Change Summary
Previous Current
22-Dec-2020 23-Dec-2020 Change Change % Previous Week
Open 125-245 125-240 -0-005 0.0% 125-228
High 125-248 125-258 0-010 0.0% 125-258
Low 125-245 125-212 -0-032 -0.1% 125-205
Close 125-245 125-235 -0-010 0.0% 125-222
Range 0-002 0-045 0-042 1,700.0% 0-052
ATR 0-046 0-046 0-000 -0.1% 0-000
Volume 8,309 368 -7,941 -95.6% 27,872
Daily Pivots for day following 23-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-050 126-028 125-260
R3 126-005 125-302 125-247
R2 125-280 125-280 125-243
R1 125-258 125-258 125-239 125-246
PP 125-235 125-235 125-235 125-229
S1 125-212 125-212 125-231 125-201
S2 125-190 125-190 125-227
S3 125-145 125-168 125-223
S4 125-100 125-122 125-210
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-066 126-037 125-251
R3 126-013 125-304 125-237
R2 125-281 125-281 125-232
R1 125-252 125-252 125-227 125-240
PP 125-228 125-228 125-228 125-222
S1 125-199 125-199 125-218 125-188
S2 125-176 125-176 125-213
S3 125-123 125-147 125-208
S4 125-071 125-094 125-194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-278 125-210 0-068 0.2% 0-036 0.1% 37% False False 4,903
10 125-278 125-175 0-102 0.3% 0-038 0.1% 59% False False 5,249
20 125-278 125-118 0-160 0.4% 0-042 0.1% 73% False False 100,486
40 125-295 125-048 0-248 0.6% 0-052 0.1% 76% False False 550,669
60 126-048 125-048 1-000 0.8% 0-050 0.1% 59% False False 558,961
80 126-065 125-048 1-018 0.8% 0-048 0.1% 56% False False 550,135
100 126-125 125-048 1-078 1.0% 0-050 0.1% 47% False False 525,678
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-129
2.618 126-055
1.618 126-010
1.000 125-302
0.618 125-285
HIGH 125-258
0.618 125-240
0.500 125-235
0.382 125-230
LOW 125-212
0.618 125-185
1.000 125-168
1.618 125-140
2.618 125-095
4.250 125-021
Fisher Pivots for day following 23-Dec-2020
Pivot 1 day 3 day
R1 125-235 125-245
PP 125-235 125-242
S1 125-235 125-238

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

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