ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 16-Dec-2020

Day Change Summary
	Previous	Current
	15-Dec-2020	16-Dec-2020	Change	Change %	Previous Week
Open	126-030	126-018	-0-012	0.0%	125-240
High	126-035	126-028	-0-008	0.0%	126-042
Low	126-000	125-295	-0-025	-0.1%	125-230
Close	126-005	126-012	0-008	0.0%	126-030
Range	0-035	0-052	0-018	50.0%	0-132
ATR	0-054	0-054	0-000	-0.2%	0-000
Volume	543,750	692,939	149,189	27.4%	3,149,627

Daily Pivots for day following 16-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-162	126-140	126-041
R3	126-110	126-088	126-027
R2	126-058	126-058	126-022
R1	126-035	126-035	126-017	126-020
PP	126-005	126-005	126-005	125-318
S1	125-302	125-302	126-008	125-288
S2	125-272	125-272	126-003
S3	125-220	125-250	125-318
S4	125-168	125-198	125-304

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	125-270	0-092	0.2%	0-050	0.1%	68%	False	False	627,239
10	126-042	125-215	0-148	0.4%	0-052	0.1%	80%	False	False	637,117
20	126-042	125-205	0-158	0.4%	0-049	0.1%	81%	False	False	787,048
40	126-088	125-135	0-272	0.7%	0-056	0.1%	72%	False	False	396,218

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	0-009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-251
2.618	126-165
1.618	126-112
1.000	126-080
0.618	126-060
HIGH	126-028
0.618	126-007
0.500	126-001
0.382	125-315
LOW	125-295
0.618	125-263
1.000	125-242
1.618	125-210
2.618	125-158
4.250	125-072

Fisher Pivots for day following 16-Dec-2020
Pivot	1 day	3 day
R1	126-009	126-010
PP	126-005	126-008
S1	126-001	126-005

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