ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 30-Dec-2020
Day Change Summary
Previous Current
29-Dec-2020 30-Dec-2020 Change Change % Previous Week
Open 126-035 126-022 -0-012 0.0% 125-312
High 126-038 126-042 0-005 0.0% 126-060
Low 126-012 126-005 -0-008 0.0% 125-305
Close 126-028 126-038 0-010 0.0% 126-020
Range 0-025 0-038 0-012 50.0% 0-075
ATR 0-049 0-048 -0-001 -1.6% 0-000
Volume 463,815 429,537 -34,278 -7.4% 1,900,975
Daily Pivots for day following 30-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-141 126-127 126-058
R3 126-103 126-089 126-048
R2 126-066 126-066 126-044
R1 126-052 126-052 126-041 126-059
PP 126-028 126-028 126-028 126-032
S1 126-014 126-014 126-034 126-021
S2 125-311 125-311 126-031
S3 125-273 125-297 126-027
S4 125-236 125-259 126-017
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
5 126-042 125-305 0-058 0.1% 0-037 0.1% 91% True False 436,841
10 126-060 125-295 0-085 0.2% 0-044 0.1% 74% False False 522,300
20 126-060 125-205 0-175 0.4% 0-048 0.1% 87% False False 586,170
40 126-088 125-135 0-272 0.7% 0-056 0.1% 82% False False 509,194
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-202
2.618 126-141
1.618 126-103
1.000 126-080
0.618 126-066
HIGH 126-042
0.618 126-028
0.500 126-024
0.382 126-019
LOW 126-005
0.618 125-302
1.000 125-288
1.618 125-264
2.618 125-227
4.250 125-166
Fisher Pivots for day following 30-Dec-2020
Pivot 1 day 3 day
R1 126-033 126-030
PP 126-028 126-023
S1 126-024 126-016

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

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