ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 18-Dec-2020
Day Change Summary
Previous Current
17-Dec-2020 18-Dec-2020 Change Change % Previous Week
Open 126-018 125-318 -0-020 0.0% 126-015
High 126-042 126-020 -0-022 -0.1% 126-042
Low 125-300 125-310 0-010 0.0% 125-295
Close 126-000 125-315 -0-005 0.0% 125-315
Range 0-062 0-030 -0-032 -52.0% 0-068
ATR 0-054 0-053 -0-002 -3.2% 0-000
Volume 739,903 489,211 -250,692 -33.9% 2,999,935
Daily Pivots for day following 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-092 126-073 126-012
R3 126-062 126-043 126-003
R2 126-032 126-032 126-000
R1 126-013 126-013 125-318 126-008
PP 126-002 126-002 126-002 125-319
S1 125-303 125-303 125-312 125-298
S2 125-292 125-292 125-310
S3 125-262 125-273 125-307
S4 125-232 125-243 125-298
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-207 126-168 126-032
R3 126-139 126-101 126-014
R2 126-072 126-072 126-007
R1 126-033 126-033 126-001 126-019
PP 126-004 126-004 126-004 125-317
S1 125-286 125-286 125-309 125-271
S2 125-257 125-257 125-303
S3 125-189 125-218 125-296
S4 125-122 125-151 125-278
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% 0-047 0.1% 30% False False 599,987
10 126-042 125-230 0-132 0.3% 0-048 0.1% 64% False False 614,956
20 126-042 125-205 0-158 0.4% 0-050 0.1% 70% False False 823,922
40 126-088 125-135 0-272 0.7% 0-055 0.1% 66% False False 426,898
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 126-148
2.618 126-099
1.618 126-069
1.000 126-050
0.618 126-039
HIGH 126-020
0.618 126-009
0.500 126-005
0.382 126-001
LOW 125-310
0.618 125-291
1.000 125-280
1.618 125-261
2.618 125-231
4.250 125-182
Fisher Pivots for day following 18-Dec-2020
Pivot 1 day 3 day
R1 126-005 126-009
PP 126-002 126-004
S1 125-318 126-000

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

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