ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 28-Dec-2020
Day Change Summary
Previous Current
24-Dec-2020 28-Dec-2020 Change Change % Previous Week
Open 126-010 126-028 0-018 0.0% 125-312
High 126-028 126-035 0-008 0.0% 126-060
Low 126-002 125-310 -0-012 0.0% 125-305
Close 126-020 126-025 0-005 0.0% 126-020
Range 0-025 0-045 0-020 80.0% 0-075
ATR 0-051 0-050 0-000 -0.8% 0-000
Volume 194,669 506,628 311,959 160.3% 1,900,975
Daily Pivots for day following 28-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-152 126-133 126-050
R3 126-107 126-088 126-037
R2 126-062 126-062 126-033
R1 126-043 126-043 126-029 126-030
PP 126-017 126-017 126-017 126-010
S1 125-318 125-318 126-021 125-305
S2 125-292 125-292 126-017
S3 125-247 125-273 126-013
S4 125-202 125-228 126-000
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-247 126-208 126-061
R3 126-172 126-133 126-041
R2 126-097 126-097 126-034
R1 126-058 126-058 126-027 126-078
PP 126-022 126-022 126-022 126-031
S1 125-303 125-303 126-013 126-002
S2 125-267 125-267 126-006
S3 125-192 125-228 125-319
S4 125-117 125-153 125-299
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% 0-046 0.1% 53% False False 481,520
10 126-060 125-295 0-085 0.2% 0-047 0.1% 59% False False 540,753
20 126-060 125-205 0-175 0.4% 0-053 0.1% 80% False False 656,911
40 126-088 125-135 0-272 0.7% 0-057 0.1% 77% False False 487,014
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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-226
2.618 126-153
1.618 126-108
1.000 126-080
0.618 126-063
HIGH 126-035
0.618 126-018
0.500 126-012
0.382 126-007
LOW 125-310
0.618 125-282
1.000 125-265
1.618 125-237
2.618 125-192
4.250 125-119
Fisher Pivots for day following 28-Dec-2020
Pivot 1 day 3 day
R1 126-021 126-020
PP 126-017 126-016
S1 126-012 126-011

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

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