ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 03-Dec-2020
Day Change Summary
Previous Current
02-Dec-2020 03-Dec-2020 Change Change % Previous Week
Open 125-230 125-242 0-012 0.0% 125-300
High 125-255 125-282 0-028 0.1% 126-000
Low 125-205 125-230 0-025 0.1% 125-262
Close 125-230 125-262 0-032 0.1% 126-000
Range 0-050 0-052 0-002 5.0% 0-058
ATR 0-055 0-055 0-000 -0.3% 0-000
Volume 822,166 721,765 -100,401 -12.2% 5,234,074
Daily Pivots for day following 03-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-096 126-072 125-291
R3 126-043 126-019 125-277
R2 125-311 125-311 125-272
R1 125-287 125-287 125-267 125-299
PP 125-258 125-258 125-258 125-264
S1 125-234 125-234 125-258 125-246
S2 125-206 125-206 125-253
S3 125-153 125-182 125-248
S4 125-101 125-129 125-234
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% 0-062 0.2% 43% False False 853,522
10 126-018 125-205 0-132 0.3% 0-048 0.1% 43% False False 996,173
20 126-088 125-135 0-272 0.7% 0-059 0.1% 47% False False 509,290
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-186
2.618 126-100
1.618 126-047
1.000 126-015
0.618 125-315
HIGH 125-282
0.618 125-262
0.500 125-256
0.382 125-250
LOW 125-230
0.618 125-198
1.000 125-178
1.618 125-145
2.618 125-093
4.250 125-007
Fisher Pivots for day following 03-Dec-2020
Pivot 1 day 3 day
R1 125-260 125-270
PP 125-258 125-268
S1 125-256 125-265

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

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