ECBOT 5 Year T-Note Future March 2021

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	125-280	125-272	-0-008	0.0%	125-315
High	125-282	125-310	0-028	0.1%	126-018
Low	125-245	125-270	0-025	0.1%	125-205
Close	125-260	125-305	0-045	0.1%	125-235
Range	0-038	0-040	0-002	6.7%	0-132
ATR	0-055	0-055	0-000	-0.6%	0-000
Volume	607,259	626,094	18,835	3.1%	4,581,070

Daily Pivots for day following 10-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-095	126-080	126-007
R3	126-055	126-040	125-316
R2	126-015	126-015	125-312
R1	126-000	126-000	125-309	126-008
PP	125-295	125-295	125-295	125-299
S1	125-280	125-280	125-301	125-288
S2	125-255	125-255	125-298
S3	125-215	125-240	125-294
S4	125-175	125-200	125-283

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	125-215	0-102	0.3%	0-052	0.1%	88%	False	False	627,861
10	126-018	125-205	0-132	0.3%	0-057	0.1%	75%	False	False	740,691
20	126-018	125-192	0-145	0.4%	0-049	0.1%	78%	False	False	664,676
40	126-110	125-135	0-295	0.7%	0-053	0.1%	58%	False	False	333,527

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	0-010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-160
2.618	126-095
1.618	126-055
1.000	126-030
0.618	126-015
HIGH	125-310
0.618	125-295
0.500	125-290
0.382	125-285
LOW	125-270
0.618	125-245
1.000	125-230
1.618	125-205
2.618	125-165
4.250	125-100

Fisher Pivots for day following 10-Dec-2020
Pivot	1 day	3 day
R1	125-300	125-297
PP	125-295	125-289
S1	125-290	125-281

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