ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 09-Dec-2020
Day Change Summary
Previous Current
08-Dec-2020 09-Dec-2020 Change Change % Previous Week
Open 125-292 125-280 -0-012 0.0% 125-315
High 125-318 125-282 -0-035 -0.1% 126-018
Low 125-272 125-245 -0-028 -0.1% 125-205
Close 125-290 125-260 -0-030 -0.1% 125-235
Range 0-045 0-038 -0-008 -16.7% 0-132
ATR 0-056 0-055 -0-001 -1.4% 0-000
Volume 596,425 607,259 10,834 1.8% 4,581,070
Daily Pivots for day following 09-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-055 126-035 125-281
R3 126-018 125-318 125-270
R2 125-300 125-300 125-267
R1 125-280 125-280 125-263 125-271
PP 125-262 125-262 125-262 125-258
S1 125-242 125-242 125-257 125-234
S2 125-225 125-225 125-253
S3 125-188 125-205 125-250
S4 125-150 125-168 125-239
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
5 125-318 125-215 0-102 0.3% 0-054 0.1% 44% False False 646,995
10 126-018 125-205 0-132 0.3% 0-058 0.1% 42% False False 793,302
20 126-018 125-135 0-202 0.5% 0-050 0.1% 62% False False 633,647
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-012
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 126-122
2.618 126-061
1.618 126-023
1.000 126-000
0.618 125-306
HIGH 125-282
0.618 125-268
0.500 125-264
0.382 125-259
LOW 125-245
0.618 125-222
1.000 125-208
1.618 125-184
2.618 125-147
4.250 125-086
Fisher Pivots for day following 09-Dec-2020
Pivot 1 day 3 day
R1 125-264 125-274
PP 125-262 125-269
S1 125-261 125-265

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

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