ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 22-Dec-2020
Day Change Summary
Previous Current
21-Dec-2020 22-Dec-2020 Change Change % Previous Week
Open 125-312 125-312 0-000 0.0% 126-015
High 126-060 126-025 -0-035 -0.1% 126-042
Low 125-305 125-310 0-005 0.0% 125-295
Close 125-312 126-020 0-028 0.1% 125-315
Range 0-075 0-035 -0-040 -53.3% 0-068
ATR 0-054 0-053 -0-001 -2.5% 0-000
Volume 673,435 443,311 -230,124 -34.2% 2,999,935
Daily Pivots for day following 22-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-117 126-103 126-039
R3 126-082 126-068 126-030
R2 126-047 126-047 126-026
R1 126-033 126-033 126-023 126-040
PP 126-012 126-012 126-012 126-015
S1 125-318 125-318 126-017 126-005
S2 125-297 125-297 126-014
S3 125-262 125-283 126-010
S4 125-227 125-248 126-001
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% 53% False False 607,759
10 126-060 125-245 0-135 0.3% 0-049 0.1% 70% False False 608,931
20 126-060 125-205 0-175 0.4% 0-052 0.1% 77% False False 757,133
40 126-088 125-135 0-272 0.7% 0-057 0.1% 75% False False 454,795
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-174
2.618 126-117
1.618 126-082
1.000 126-060
0.618 126-047
HIGH 126-025
0.618 126-012
0.500 126-008
0.382 126-003
LOW 125-310
0.618 125-288
1.000 125-275
1.618 125-253
2.618 125-218
4.250 125-161
Fisher Pivots for day following 22-Dec-2020
Pivot 1 day 3 day
R1 126-016 126-022
PP 126-012 126-022
S1 126-008 126-021

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

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