ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 31-Dec-2020
Day Change Summary
Previous Current
30-Dec-2020 31-Dec-2020 Change Change % Previous Week
Open 126-022 126-038 0-015 0.0% 125-312
High 126-042 126-060 0-018 0.0% 126-060
Low 126-005 126-032 0-028 0.1% 125-305
Close 126-038 126-052 0-015 0.0% 126-020
Range 0-038 0-028 -0-010 -26.7% 0-075
ATR 0-048 0-046 -0-001 -3.0% 0-000
Volume 429,537 626,489 196,952 45.9% 1,900,975
Daily Pivots for day following 31-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-131 126-119 126-068
R3 126-103 126-092 126-060
R2 126-076 126-076 126-058
R1 126-064 126-064 126-055 126-070
PP 126-048 126-048 126-048 126-051
S1 126-037 126-037 126-050 126-042
S2 126-021 126-021 126-047
S3 125-313 126-009 126-045
S4 125-286 125-302 126-037
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
5 126-060 125-310 0-070 0.2% 0-032 0.1% 89% True False 444,227
10 126-060 125-300 0-080 0.2% 0-042 0.1% 91% True False 515,655
20 126-060 125-215 0-165 0.4% 0-047 0.1% 95% True False 576,386
40 126-088 125-135 0-272 0.7% 0-056 0.1% 87% False False 524,845
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-177
2.618 126-132
1.618 126-104
1.000 126-088
0.618 126-077
HIGH 126-060
0.618 126-049
0.500 126-046
0.382 126-043
LOW 126-032
0.618 126-016
1.000 126-005
1.618 125-308
2.618 125-281
4.250 125-236
Fisher Pivots for day following 31-Dec-2020
Pivot 1 day 3 day
R1 126-050 126-046
PP 126-048 126-039
S1 126-046 126-032

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

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