ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 21-Dec-2020
Day Change Summary
Previous Current
18-Dec-2020 21-Dec-2020 Change Change % Previous Week
Open 125-318 125-312 -0-005 0.0% 126-015
High 126-020 126-060 0-040 0.1% 126-042
Low 125-310 125-305 -0-005 0.0% 125-295
Close 125-315 125-312 -0-002 0.0% 125-315
Range 0-030 0-075 0-045 150.0% 0-068
ATR 0-053 0-054 0-002 3.0% 0-000
Volume 489,211 673,435 184,224 37.7% 2,999,935
Daily Pivots for day following 21-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-238 126-190 126-034
R3 126-162 126-115 126-013
R2 126-088 126-088 126-006
R1 126-040 126-040 125-319 126-030
PP 126-012 126-012 126-012 126-008
S1 125-285 125-285 125-306 125-275
S2 125-258 125-258 125-299
S3 125-182 125-210 125-292
S4 125-108 125-135 125-271
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
5 126-060 125-295 0-085 0.2% 0-051 0.1% 21% True False 627,847
10 126-060 125-245 0-135 0.3% 0-050 0.1% 50% True False 624,243
20 126-060 125-205 0-175 0.4% 0-052 0.1% 61% True False 831,907
40 126-088 125-135 0-272 0.7% 0-056 0.1% 65% False False 443,728
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 127-059
2.618 126-256
1.618 126-181
1.000 126-135
0.618 126-106
HIGH 126-060
0.618 126-031
0.500 126-022
0.382 126-014
LOW 125-305
0.618 125-259
1.000 125-230
1.618 125-184
2.618 125-109
4.250 124-306
Fisher Pivots for day following 21-Dec-2020
Pivot 1 day 3 day
R1 126-022 126-020
PP 126-012 126-011
S1 126-002 126-002

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

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