ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 08-Dec-2020
Day Change Summary
Previous Current
07-Dec-2020 08-Dec-2020 Change Change % Previous Week
Open 125-240 125-292 0-052 0.1% 125-315
High 125-292 125-318 0-025 0.1% 126-018
Low 125-230 125-272 0-042 0.1% 125-205
Close 125-288 125-290 0-002 0.0% 125-235
Range 0-062 0-045 -0-018 -28.0% 0-132
ATR 0-057 0-056 -0-001 -1.5% 0-000
Volume 580,566 596,425 15,859 2.7% 4,581,070
Daily Pivots for day following 08-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-108 126-084 125-315
R3 126-063 126-039 125-302
R2 126-018 126-018 125-298
R1 125-314 125-314 125-294 125-304
PP 125-293 125-293 125-293 125-288
S1 125-269 125-269 125-286 125-259
S2 125-248 125-248 125-282
S3 125-203 125-224 125-278
S4 125-158 125-179 125-265
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 127-017 126-258 125-308
R3 126-204 126-126 125-271
R2 126-072 126-072 125-259
R1 125-313 125-313 125-247 125-286
PP 125-259 125-259 125-259 125-246
S1 125-181 125-181 125-223 125-154
S2 125-127 125-127 125-211
S3 124-314 125-048 125-199
S4 124-182 124-236 125-162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-318 125-205 0-112 0.3% 0-056 0.1% 76% True False 689,977
10 126-018 125-205 0-132 0.3% 0-056 0.1% 64% False False 905,334
20 126-018 125-135 0-202 0.5% 0-051 0.1% 77% False False 604,149
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-012
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 126-189
2.618 126-115
1.618 126-070
1.000 126-042
0.618 126-025
HIGH 125-318
0.618 125-300
0.500 125-295
0.382 125-290
LOW 125-272
0.618 125-245
1.000 125-228
1.618 125-200
2.618 125-155
4.250 125-081
Fisher Pivots for day following 08-Dec-2020
Pivot 1 day 3 day
R1 125-295 125-282
PP 125-293 125-274
S1 125-292 125-266

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

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