ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 18-Dec-2020
Day Change Summary
Previous Current
17-Dec-2020 18-Dec-2020 Change Change % Previous Week
Open 125-230 125-220 -0-010 0.0% 125-228
High 125-258 125-240 -0-018 0.0% 125-258
Low 125-210 125-220 0-010 0.0% 125-205
Close 125-225 125-222 -0-002 0.0% 125-222
Range 0-048 0-020 -0-028 -57.9% 0-052
ATR 0-048 0-046 -0-002 -4.1% 0-000
Volume 1,035 13,362 12,327 1,191.0% 27,872
Daily Pivots for day following 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 125-288 125-275 125-234
R3 125-268 125-255 125-228
R2 125-248 125-248 125-226
R1 125-235 125-235 125-224 125-241
PP 125-228 125-228 125-228 125-231
S1 125-215 125-215 125-221 125-221
S2 125-208 125-208 125-219
S3 125-188 125-195 125-217
S4 125-168 125-175 125-212
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-066 126-037 125-251
R3 126-013 125-304 125-237
R2 125-281 125-281 125-232
R1 125-252 125-252 125-227 125-240
PP 125-228 125-228 125-228 125-222
S1 125-199 125-199 125-218 125-188
S2 125-176 125-176 125-213
S3 125-123 125-147 125-208
S4 125-071 125-094 125-194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-258 125-205 0-052 0.1% 0-036 0.1% 33% False False 5,574
10 125-260 125-150 0-110 0.3% 0-038 0.1% 66% False False 5,458
20 125-260 125-118 0-142 0.4% 0-041 0.1% 74% False False 377,893
40 125-295 125-048 0-248 0.6% 0-052 0.1% 71% False False 588,885
60 126-048 125-048 1-000 0.8% 0-050 0.1% 55% False False 580,699
80 126-065 125-048 1-018 0.8% 0-050 0.1% 52% False False 591,771
100 126-125 125-048 1-078 1.0% 0-050 0.1% 44% False False 525,618
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 126-005
2.618 125-292
1.618 125-272
1.000 125-260
0.618 125-252
HIGH 125-240
0.618 125-232
0.500 125-230
0.382 125-228
LOW 125-220
0.618 125-208
1.000 125-200
1.618 125-188
2.618 125-168
4.250 125-135
Fisher Pivots for day following 18-Dec-2020
Pivot 1 day 3 day
R1 125-230 125-231
PP 125-228 125-228
S1 125-225 125-225

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

View Archives - Comment on this page... - Back to Index of Symbols