ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 16-Dec-2020
Day Change Summary
Previous Current
15-Dec-2020 16-Dec-2020 Change Change % Previous Week
Open 126-030 126-018 -0-012 0.0% 125-240
High 126-035 126-028 -0-008 0.0% 126-042
Low 126-000 125-295 -0-025 -0.1% 125-230
Close 126-005 126-012 0-008 0.0% 126-030
Range 0-035 0-052 0-018 50.0% 0-132
ATR 0-054 0-054 0-000 -0.2% 0-000
Volume 543,750 692,939 149,189 27.4% 3,149,627
Daily Pivots for day following 16-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-162 126-140 126-041
R3 126-110 126-088 126-027
R2 126-058 126-058 126-022
R1 126-035 126-035 126-017 126-020
PP 126-005 126-005 126-005 125-318
S1 125-302 125-302 126-008 125-288
S2 125-272 125-272 126-003
S3 125-220 125-250 125-318
S4 125-168 125-198 125-304
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
5 126-042 125-270 0-092 0.2% 0-050 0.1% 68% False False 627,239
10 126-042 125-215 0-148 0.4% 0-052 0.1% 80% False False 637,117
20 126-042 125-205 0-158 0.4% 0-049 0.1% 81% False False 787,048
40 126-088 125-135 0-272 0.7% 0-056 0.1% 72% False False 396,218
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 0-009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-251
2.618 126-165
1.618 126-112
1.000 126-080
0.618 126-060
HIGH 126-028
0.618 126-007
0.500 126-001
0.382 125-315
LOW 125-295
0.618 125-263
1.000 125-242
1.618 125-210
2.618 125-158
4.250 125-072
Fisher Pivots for day following 16-Dec-2020
Pivot 1 day 3 day
R1 126-009 126-010
PP 126-005 126-008
S1 126-001 126-005

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

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