ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 07-Dec-2020
Day Change Summary
Previous Current
04-Dec-2020 07-Dec-2020 Change Change % Previous Week
Open 125-280 125-240 -0-040 -0.1% 125-315
High 125-288 125-292 0-005 0.0% 126-018
Low 125-215 125-230 0-015 0.0% 125-205
Close 125-235 125-288 0-052 0.1% 125-235
Range 0-072 0-062 -0-010 -13.8% 0-132
ATR 0-056 0-057 0-000 0.8% 0-000
Volume 728,963 580,566 -148,397 -20.4% 4,581,070
Daily Pivots for day following 07-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-138 126-115 126-002
R3 126-075 126-052 125-305
R2 126-012 126-012 125-299
R1 125-310 125-310 125-293 126-001
PP 125-270 125-270 125-270 125-276
S1 125-248 125-248 125-282 125-259
S2 125-208 125-208 125-276
S3 125-145 125-185 125-270
S4 125-082 125-122 125-253
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 127-017 126-258 125-308
R3 126-204 126-126 125-271
R2 126-072 126-072 125-259
R1 125-313 125-313 125-247 125-286
PP 125-259 125-259 125-259 125-246
S1 125-181 125-181 125-223 125-154
S2 125-127 125-127 125-211
S3 124-314 125-048 125-199
S4 124-182 124-236 125-162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-015 125-205 0-130 0.3% 0-073 0.2% 63% False False 827,517
10 126-018 125-205 0-132 0.3% 0-055 0.1% 62% False False 1,039,571
20 126-025 125-135 0-210 0.5% 0-058 0.1% 73% False False 574,570
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
4.250 126-238
2.618 126-136
1.618 126-074
1.000 126-035
0.618 126-011
HIGH 125-292
0.618 125-269
0.500 125-261
0.382 125-254
LOW 125-230
0.618 125-191
1.000 125-168
1.618 125-129
2.618 125-066
4.250 124-284
Fisher Pivots for day following 07-Dec-2020
Pivot 1 day 3 day
R1 125-279 125-276
PP 125-270 125-265
S1 125-261 125-254

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

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