ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 11-Dec-2020
Day Change Summary
Previous Current
10-Dec-2020 11-Dec-2020 Change Change % Previous Week
Open 125-272 125-300 0-028 0.1% 125-240
High 125-310 126-042 0-052 0.1% 126-042
Low 125-270 125-298 0-028 0.1% 125-230
Close 125-305 126-030 0-045 0.1% 126-030
Range 0-040 0-065 0-025 62.5% 0-132
ATR 0-055 0-055 0-001 1.4% 0-000
Volume 626,094 739,283 113,189 18.1% 3,149,627
Daily Pivots for day following 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-212 126-186 126-066
R3 126-147 126-121 126-048
R2 126-082 126-082 126-042
R1 126-056 126-056 126-036 126-069
PP 126-017 126-017 126-017 126-023
S1 125-311 125-311 126-024 126-004
S2 125-272 125-272 126-018
S3 125-207 125-246 126-012
S4 125-142 125-181 125-314
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 127-072 127-023 126-103
R3 126-259 126-211 126-066
R2 126-127 126-127 126-054
R1 126-078 126-078 126-042 126-102
PP 125-314 125-314 125-314 126-006
S1 125-266 125-266 126-018 125-290
S2 125-182 125-182 126-006
S3 125-049 125-133 125-314
S4 124-237 125-001 125-277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-042 125-230 0-132 0.3% 0-050 0.1% 91% True False 629,925
10 126-042 125-205 0-158 0.4% 0-059 0.1% 92% True False 773,069
20 126-042 125-205 0-158 0.4% 0-049 0.1% 92% True False 701,122
40 126-088 125-135 0-272 0.7% 0-054 0.1% 79% False False 351,989
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 126-319
2.618 126-213
1.618 126-148
1.000 126-108
0.618 126-083
HIGH 126-042
0.618 126-018
0.500 126-010
0.382 126-002
LOW 125-298
0.618 125-257
1.000 125-232
1.618 125-192
2.618 125-127
4.250 125-021
Fisher Pivots for day following 11-Dec-2020
Pivot 1 day 3 day
R1 126-023 126-015
PP 126-017 125-319
S1 126-010 125-304

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.