ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 10-Dec-2020
Day Change Summary
Previous Current
09-Dec-2020 10-Dec-2020 Change Change % Previous Week
Open 125-170 125-182 0-012 0.0% 125-210
High 125-175 125-210 0-035 0.1% 125-232
Low 125-155 125-175 0-020 0.0% 125-118
Close 125-168 125-210 0-042 0.1% 125-150
Range 0-020 0-035 0-015 75.0% 0-115
ATR 0-050 0-049 -0-001 -1.1% 0-000
Volume 2,736 11,395 8,659 316.5% 333,008
Daily Pivots for day following 10-Dec-2020
Classic Woodie Camarilla DeMark
R4 125-303 125-292 125-229
R3 125-268 125-257 125-220
R2 125-233 125-233 125-216
R1 125-222 125-222 125-213 125-228
PP 125-198 125-198 125-198 125-201
S1 125-187 125-187 125-207 125-192
S2 125-163 125-163 125-204
S3 125-128 125-152 125-200
S4 125-093 125-117 125-191
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-192 126-126 125-213
R3 126-077 126-011 125-182
R2 125-282 125-282 125-171
R1 125-216 125-216 125-161 125-191
PP 125-167 125-167 125-167 125-154
S1 125-101 125-101 125-139 125-076
S2 125-052 125-052 125-129
S3 124-257 124-306 125-118
S4 124-142 124-191 125-087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-220 125-132 0-088 0.2% 0-038 0.1% 89% False False 9,915
10 125-232 125-118 0-115 0.3% 0-046 0.1% 80% False False 67,062
20 125-232 125-085 0-148 0.4% 0-044 0.1% 85% False False 609,559
40 125-310 125-048 0-262 0.7% 0-053 0.1% 62% False False 675,042
60 126-048 125-048 1-000 0.8% 0-049 0.1% 51% False False 629,193
80 126-065 125-048 1-018 0.8% 0-050 0.1% 48% False False 654,874
100 126-125 125-048 1-078 1.0% 0-050 0.1% 41% False False 525,508
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-039
2.618 125-302
1.618 125-267
1.000 125-245
0.618 125-232
HIGH 125-210
0.618 125-197
0.500 125-192
0.382 125-188
LOW 125-175
0.618 125-153
1.000 125-140
1.618 125-118
2.618 125-083
4.250 125-026
Fisher Pivots for day following 10-Dec-2020
Pivot 1 day 3 day
R1 125-204 125-202
PP 125-198 125-195
S1 125-192 125-188

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

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