ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 15-Dec-2020
Day Change Summary
Previous Current
14-Dec-2020 15-Dec-2020 Change Change % Previous Week
Open 126-015 126-030 0-015 0.0% 125-240
High 126-035 126-035 0-000 0.0% 126-042
Low 125-300 126-000 0-020 0.0% 125-230
Close 126-030 126-005 -0-025 -0.1% 126-030
Range 0-055 0-035 -0-020 -36.4% 0-132
ATR 0-055 0-054 -0-001 -2.6% 0-000
Volume 534,132 543,750 9,618 1.8% 3,149,627
Daily Pivots for day following 15-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-118 126-097 126-024
R3 126-083 126-062 126-015
R2 126-048 126-048 126-011
R1 126-027 126-027 126-008 126-020
PP 126-013 126-013 126-013 126-010
S1 125-312 125-312 126-002 125-305
S2 125-298 125-298 125-319
S3 125-263 125-277 125-315
S4 125-228 125-242 125-306
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
5 126-042 125-245 0-118 0.3% 0-046 0.1% 68% False False 610,103
10 126-042 125-205 0-158 0.4% 0-052 0.1% 76% False False 650,040
20 126-042 125-205 0-158 0.4% 0-049 0.1% 76% False False 753,141
40 126-088 125-135 0-272 0.7% 0-055 0.1% 70% False False 378,915
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 0-011
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 126-184
2.618 126-127
1.618 126-092
1.000 126-070
0.618 126-057
HIGH 126-035
0.618 126-022
0.500 126-018
0.382 126-013
LOW 126-000
0.618 125-298
1.000 125-285
1.618 125-263
2.618 125-228
4.250 125-171
Fisher Pivots for day following 15-Dec-2020
Pivot 1 day 3 day
R1 126-018 126-010
PP 126-013 126-008
S1 126-009 126-007

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

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