ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 30-Nov-2020
Day Change Summary
Previous Current
27-Nov-2020 30-Nov-2020 Change Change % Previous Week
Open 125-178 125-210 0-032 0.1% 125-198
High 125-215 125-232 0-018 0.0% 125-215
Low 125-178 125-198 0-020 0.0% 125-162
Close 125-215 125-222 0-008 0.0% 125-215
Range 0-038 0-035 -0-002 -6.7% 0-052
ATR 0-051 0-050 -0-001 -2.2% 0-000
Volume 314,013 141,164 -172,849 -55.0% 6,213,822
Daily Pivots for day following 30-Nov-2020
Classic Woodie Camarilla DeMark
R4 126-002 125-308 125-242
R3 125-288 125-272 125-232
R2 125-252 125-252 125-229
R1 125-238 125-238 125-226 125-245
PP 125-218 125-218 125-218 125-221
S1 125-202 125-202 125-219 125-210
S2 125-182 125-182 125-216
S3 125-148 125-168 125-213
S4 125-112 125-132 125-203
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 126-035 126-018 125-244
R3 125-302 125-285 125-229
R2 125-250 125-250 125-225
R1 125-232 125-232 125-220 125-241
PP 125-198 125-198 125-198 125-202
S1 125-180 125-180 125-210 125-189
S2 125-145 125-145 125-205
S3 125-092 125-128 125-201
S4 125-040 125-075 125-186
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-232 125-162 0-070 0.2% 0-034 0.1% 86% True False 1,270,997
10 125-232 125-125 0-108 0.3% 0-038 0.1% 91% True False 1,037,210
20 125-295 125-048 0-248 0.6% 0-059 0.1% 71% False False 945,175
40 125-318 125-048 0-270 0.7% 0-052 0.1% 65% False False 776,771
60 126-048 125-048 1-000 0.8% 0-050 0.1% 55% False False 700,139
80 126-100 125-048 1-052 0.9% 0-051 0.1% 47% False False 653,785
100 126-125 125-048 1-078 1.0% 0-049 0.1% 44% False False 523,427
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 False
Bear Hook False
Bull Hook False
Stretch 0-009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-061
2.618 126-004
1.618 125-289
1.000 125-268
0.618 125-254
HIGH 125-232
0.618 125-219
0.500 125-215
0.382 125-211
LOW 125-198
0.618 125-176
1.000 125-162
1.618 125-141
2.618 125-106
4.250 125-049
Fisher Pivots for day following 30-Nov-2020
Pivot 1 day 3 day
R1 125-220 125-214
PP 125-218 125-206
S1 125-215 125-198

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

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