ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 02-Dec-2020
Day Change Summary
Previous Current
01-Dec-2020 02-Dec-2020 Change Change % Previous Week
Open 126-008 125-230 -0-098 -0.2% 125-300
High 126-015 125-255 -0-080 -0.2% 126-000
Low 125-208 125-205 -0-002 0.0% 125-262
Close 125-218 125-230 0-012 0.0% 126-000
Range 0-128 0-050 -0-078 -60.8% 0-058
ATR 0-055 0-055 0-000 -0.7% 0-000
Volume 1,284,126 822,166 -461,960 -36.0% 5,234,074
Daily Pivots for day following 02-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-060 126-035 125-258
R3 126-010 125-305 125-244
R2 125-280 125-280 125-239
R1 125-255 125-255 125-235 125-255
PP 125-230 125-230 125-230 125-230
S1 125-205 125-205 125-225 125-205
S2 125-180 125-180 125-221
S3 125-130 125-155 125-216
S4 125-080 125-105 125-202
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
5 126-018 125-205 0-132 0.3% 0-061 0.2% 19% False True 939,609
10 126-018 125-205 0-132 0.3% 0-047 0.1% 19% False True 936,979
20 126-088 125-135 0-272 0.7% 0-065 0.2% 35% False False 473,304
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-148
2.618 126-066
1.618 126-016
1.000 125-305
0.618 125-286
HIGH 125-255
0.618 125-236
0.500 125-230
0.382 125-224
LOW 125-205
0.618 125-174
1.000 125-155
1.618 125-124
2.618 125-074
4.250 124-312
Fisher Pivots for day following 02-Dec-2020
Pivot 1 day 3 day
R1 125-230 125-271
PP 125-230 125-258
S1 125-230 125-244

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

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