ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 10-Dec-2020
Day Change Summary
Previous Current
09-Dec-2020 10-Dec-2020 Change Change % Previous Week
Open 125-280 125-272 -0-008 0.0% 125-315
High 125-282 125-310 0-028 0.1% 126-018
Low 125-245 125-270 0-025 0.1% 125-205
Close 125-260 125-305 0-045 0.1% 125-235
Range 0-038 0-040 0-002 6.7% 0-132
ATR 0-055 0-055 0-000 -0.6% 0-000
Volume 607,259 626,094 18,835 3.1% 4,581,070
Daily Pivots for day following 10-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-095 126-080 126-007
R3 126-055 126-040 125-316
R2 126-015 126-015 125-312
R1 126-000 126-000 125-309 126-008
PP 125-295 125-295 125-295 125-299
S1 125-280 125-280 125-301 125-288
S2 125-255 125-255 125-298
S3 125-215 125-240 125-294
S4 125-175 125-200 125-283
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% 0-052 0.1% 88% False False 627,861
10 126-018 125-205 0-132 0.3% 0-057 0.1% 75% False False 740,691
20 126-018 125-192 0-145 0.4% 0-049 0.1% 78% False False 664,676
40 126-110 125-135 0-295 0.7% 0-053 0.1% 58% False False 333,527
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
4.250 126-160
2.618 126-095
1.618 126-055
1.000 126-030
0.618 126-015
HIGH 125-310
0.618 125-295
0.500 125-290
0.382 125-285
LOW 125-270
0.618 125-245
1.000 125-230
1.618 125-205
2.618 125-165
4.250 125-100
Fisher Pivots for day following 10-Dec-2020
Pivot 1 day 3 day
R1 125-300 125-297
PP 125-295 125-289
S1 125-290 125-281

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

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