ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 23-Dec-2020

Day Change Summary
	Previous	Current
	22-Dec-2020	23-Dec-2020	Change	Change %	Previous Week
Open	125-245	125-240	-0-005	0.0%	125-228
High	125-248	125-258	0-010	0.0%	125-258
Low	125-245	125-212	-0-032	-0.1%	125-205
Close	125-245	125-235	-0-010	0.0%	125-222
Range	0-002	0-045	0-042	1,700.0%	0-052
ATR	0-046	0-046	0-000	-0.1%	0-000
Volume	8,309	368	-7,941	-95.6%	27,872

Daily Pivots for day following 23-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-050	126-028	125-260
R3	126-005	125-302	125-247
R2	125-280	125-280	125-243
R1	125-258	125-258	125-239	125-246
PP	125-235	125-235	125-235	125-229
S1	125-212	125-212	125-231	125-201
S2	125-190	125-190	125-227
S3	125-145	125-168	125-223
S4	125-100	125-122	125-210

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	125-278	125-210	0-068	0.2%	0-036	0.1%	37%	False	False	4,903
10	125-278	125-175	0-102	0.3%	0-038	0.1%	59%	False	False	5,249
20	125-278	125-118	0-160	0.4%	0-042	0.1%	73%	False	False	100,486
40	125-295	125-048	0-248	0.6%	0-052	0.1%	76%	False	False	550,669
60	126-048	125-048	1-000	0.8%	0-050	0.1%	59%	False	False	558,961
80	126-065	125-048	1-018	0.8%	0-048	0.1%	56%	False	False	550,135
100	126-125	125-048	1-078	1.0%	0-050	0.1%	47%	False	False	525,678

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	False
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	126-129
2.618	126-055
1.618	126-010
1.000	125-302
0.618	125-285
HIGH	125-258
0.618	125-240
0.500	125-235
0.382	125-230
LOW	125-212
0.618	125-185
1.000	125-168
1.618	125-140
2.618	125-095
4.250	125-021

Fisher Pivots for day following 23-Dec-2020
Pivot	1 day	3 day
R1	125-235	125-245
PP	125-235	125-242
S1	125-235	125-238

Download as Excel Spreadsheet

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

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