ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 23-Dec-2020
Day Change Summary
Previous Current
22-Dec-2020 23-Dec-2020 Change Change % Previous Week
Open 125-312 126-022 0-030 0.1% 126-015
High 126-025 126-038 0-012 0.0% 126-042
Low 125-310 125-305 -0-005 0.0% 125-295
Close 126-020 126-008 -0-012 0.0% 125-315
Range 0-035 0-052 0-018 50.0% 0-068
ATR 0-053 0-053 0-000 -0.1% 0-000
Volume 443,311 589,560 146,249 33.0% 2,999,935
Daily Pivots for day following 23-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-168 126-140 126-036
R3 126-115 126-088 126-022
R2 126-062 126-062 126-017
R1 126-035 126-035 126-012 126-022
PP 126-010 126-010 126-010 126-004
S1 125-302 125-302 126-003 125-290
S2 125-278 125-278 125-318
S3 125-225 125-250 125-313
S4 125-172 125-198 125-299
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
5 126-060 125-300 0-080 0.2% 0-051 0.1% 34% False False 587,084
10 126-060 125-270 0-110 0.3% 0-050 0.1% 52% False False 607,161
20 126-060 125-205 0-175 0.4% 0-054 0.1% 70% False False 700,232
40 126-088 125-135 0-272 0.7% 0-057 0.1% 71% False False 469,515
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-261
2.618 126-175
1.618 126-122
1.000 126-090
0.618 126-070
HIGH 126-038
0.618 126-017
0.500 126-011
0.382 126-005
LOW 125-305
0.618 125-273
1.000 125-252
1.618 125-220
2.618 125-168
4.250 125-082
Fisher Pivots for day following 23-Dec-2020
Pivot 1 day 3 day
R1 126-011 126-022
PP 126-010 126-018
S1 126-009 126-012

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

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