ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 14-Dec-2020
Day Change Summary
Previous Current
11-Dec-2020 14-Dec-2020 Change Change % Previous Week
Open 125-300 126-015 0-035 0.1% 125-240
High 126-042 126-035 -0-008 0.0% 126-042
Low 125-298 125-300 0-002 0.0% 125-230
Close 126-030 126-030 0-000 0.0% 126-030
Range 0-065 0-055 -0-010 -15.4% 0-132
ATR 0-055 0-055 0-000 0.0% 0-000
Volume 739,283 534,132 -205,151 -27.7% 3,149,627
Daily Pivots for day following 14-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-180 126-160 126-060
R3 126-125 126-105 126-045
R2 126-070 126-070 126-040
R1 126-050 126-050 126-035 126-060
PP 126-015 126-015 126-015 126-020
S1 125-315 125-315 126-025 126-005
S2 125-280 125-280 126-020
S3 125-225 125-260 126-015
S4 125-170 125-205 126-000
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 127-072 127-023 126-103
R3 126-259 126-211 126-066
R2 126-127 126-127 126-054
R1 126-078 126-078 126-042 126-102
PP 125-314 125-314 125-314 126-006
S1 125-266 125-266 126-018 125-290
S2 125-182 125-182 126-006
S3 125-049 125-133 125-314
S4 124-237 125-001 125-277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-042 125-245 0-118 0.3% 0-048 0.1% 89% False False 620,638
10 126-042 125-205 0-158 0.4% 0-061 0.2% 92% False False 724,077
20 126-042 125-205 0-158 0.4% 0-050 0.1% 92% False False 727,350
40 126-088 125-135 0-272 0.7% 0-054 0.1% 79% False False 365,342
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-269
2.618 126-179
1.618 126-124
1.000 126-090
0.618 126-069
HIGH 126-035
0.618 126-014
0.500 126-008
0.382 126-001
LOW 125-300
0.618 125-266
1.000 125-245
1.618 125-211
2.618 125-156
4.250 125-066
Fisher Pivots for day following 14-Dec-2020
Pivot 1 day 3 day
R1 126-022 126-019
PP 126-015 126-008
S1 126-008 125-316

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

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