ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 17-Dec-2020
Day Change Summary
Previous Current
16-Dec-2020 17-Dec-2020 Change Change % Previous Week
Open 126-018 126-018 0-000 0.0% 125-240
High 126-028 126-042 0-015 0.0% 126-042
Low 125-295 125-300 0-005 0.0% 125-230
Close 126-012 126-000 -0-012 0.0% 126-030
Range 0-052 0-062 0-010 19.0% 0-132
ATR 0-054 0-054 0-001 1.2% 0-000
Volume 692,939 739,903 46,964 6.8% 3,149,627
Daily Pivots for day following 17-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-195 126-160 126-034
R3 126-132 126-098 126-017
R2 126-070 126-070 126-011
R1 126-035 126-035 126-006 126-021
PP 126-008 126-008 126-008 126-001
S1 125-292 125-292 125-314 125-279
S2 125-265 125-265 125-309
S3 125-202 125-230 125-303
S4 125-140 125-168 125-286
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
5 126-042 125-295 0-068 0.2% 0-054 0.1% 37% True False 650,001
10 126-042 125-215 0-148 0.4% 0-053 0.1% 71% True False 638,931
20 126-042 125-205 0-158 0.4% 0-050 0.1% 73% True False 817,552
40 126-088 125-135 0-272 0.7% 0-056 0.1% 68% False False 414,706
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 126-308
2.618 126-206
1.618 126-144
1.000 126-105
0.618 126-081
HIGH 126-042
0.618 126-019
0.500 126-011
0.382 126-004
LOW 125-300
0.618 125-261
1.000 125-238
1.618 125-199
2.618 125-136
4.250 125-034
Fisher Pivots for day following 17-Dec-2020
Pivot 1 day 3 day
R1 126-011 126-009
PP 126-008 126-006
S1 126-004 126-003

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

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