ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 24-Dec-2020
Day Change Summary
Previous Current
23-Dec-2020 24-Dec-2020 Change Change % Previous Week
Open 126-022 126-010 -0-012 0.0% 126-015
High 126-038 126-028 -0-010 0.0% 126-042
Low 125-305 126-002 0-018 0.0% 125-295
Close 126-008 126-020 0-012 0.0% 125-315
Range 0-052 0-025 -0-028 -52.4% 0-068
ATR 0-053 0-051 -0-002 -3.8% 0-000
Volume 589,560 194,669 -394,891 -67.0% 2,999,935
Daily Pivots for day following 24-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-092 126-081 126-034
R3 126-067 126-056 126-027
R2 126-042 126-042 126-025
R1 126-031 126-031 126-022 126-036
PP 126-017 126-017 126-017 126-019
S1 126-006 126-006 126-018 126-011
S2 125-312 125-312 126-015
S3 125-287 125-301 126-013
S4 125-262 125-276 126-006
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
5 126-060 125-305 0-075 0.2% 0-044 0.1% 47% False False 478,037
10 126-060 125-295 0-085 0.2% 0-049 0.1% 53% False False 564,019
20 126-060 125-205 0-175 0.4% 0-053 0.1% 77% False False 652,355
40 126-088 125-135 0-272 0.7% 0-057 0.1% 75% False False 474,374
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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 126-134
2.618 126-093
1.618 126-068
1.000 126-052
0.618 126-043
HIGH 126-028
0.618 126-018
0.500 126-015
0.382 126-012
LOW 126-002
0.618 125-307
1.000 125-298
1.618 125-282
2.618 125-257
4.250 125-216
Fisher Pivots for day following 24-Dec-2020
Pivot 1 day 3 day
R1 126-018 126-017
PP 126-017 126-014
S1 126-015 126-011

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

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