ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 01-Dec-2020
Day Change Summary
Previous Current
30-Nov-2020 01-Dec-2020 Change Change % Previous Week
Open 125-315 126-008 0-012 0.0% 125-300
High 126-018 126-015 -0-002 0.0% 126-000
Low 125-300 125-208 -0-092 -0.2% 125-262
Close 126-010 125-218 -0-112 -0.3% 126-000
Range 0-038 0-128 0-090 240.0% 0-058
ATR 0-050 0-055 0-006 11.1% 0-000
Volume 1,024,050 1,284,126 260,076 25.4% 5,234,074
Daily Pivots for day following 01-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-316 126-234 125-288
R3 126-188 126-107 125-253
R2 126-061 126-061 125-241
R1 125-299 125-299 125-229 125-276
PP 125-253 125-253 125-253 125-242
S1 125-172 125-172 125-206 125-149
S2 125-126 125-126 125-194
S3 124-318 125-044 125-182
S4 124-191 124-237 125-147
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 126-153 126-134 126-032
R3 126-096 126-077 126-016
R2 126-038 126-038 126-011
R1 126-019 126-019 126-005 126-029
PP 125-301 125-301 125-301 125-306
S1 125-282 125-282 125-315 125-291
S2 125-243 125-243 125-309
S3 125-186 125-224 125-304
S4 125-128 125-167 125-288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-018 125-208 0-130 0.3% 0-055 0.1% 8% False True 1,120,692
10 126-018 125-208 0-130 0.3% 0-046 0.1% 8% False True 856,243
20 126-088 125-135 0-272 0.7% 0-065 0.2% 30% False False 432,218
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 15 trading days
Fibonacci Retracements and Extensions
4.250 127-237
2.618 127-029
1.618 126-221
1.000 126-142
0.618 126-094
HIGH 126-015
0.618 125-286
0.500 125-271
0.382 125-256
LOW 125-208
0.618 125-129
1.000 125-080
1.618 125-001
2.618 124-194
4.250 123-306
Fisher Pivots for day following 01-Dec-2020
Pivot 1 day 3 day
R1 125-271 125-272
PP 125-253 125-254
S1 125-235 125-236

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

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