ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 29-Dec-2020
Day Change Summary
Previous Current
28-Dec-2020 29-Dec-2020 Change Change % Previous Week
Open 126-028 126-035 0-008 0.0% 125-312
High 126-035 126-038 0-002 0.0% 126-060
Low 125-310 126-012 0-022 0.1% 125-305
Close 126-025 126-028 0-002 0.0% 126-020
Range 0-045 0-025 -0-020 -44.4% 0-075
ATR 0-050 0-049 -0-002 -3.6% 0-000
Volume 506,628 463,815 -42,813 -8.5% 1,900,975
Daily Pivots for day following 29-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-101 126-089 126-041
R3 126-076 126-064 126-034
R2 126-051 126-051 126-032
R1 126-039 126-039 126-030 126-032
PP 126-026 126-026 126-026 126-022
S1 126-014 126-014 126-025 126-008
S2 126-001 126-001 126-023
S3 125-296 125-309 126-021
S4 125-271 125-284 126-014
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-247 126-208 126-061
R3 126-172 126-133 126-041
R2 126-097 126-097 126-034
R1 126-058 126-058 126-027 126-078
PP 126-022 126-022 126-022 126-031
S1 125-303 125-303 126-013 126-002
S2 125-267 125-267 126-006
S3 125-192 125-228 125-319
S4 125-117 125-153 125-299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-038 125-305 0-052 0.1% 0-036 0.1% 81% True False 439,596
10 126-060 125-295 0-085 0.2% 0-044 0.1% 62% False False 533,722
20 126-060 125-205 0-175 0.4% 0-052 0.1% 81% False False 628,900
40 126-088 125-135 0-272 0.7% 0-056 0.1% 78% False False 498,501
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-144
2.618 126-103
1.618 126-078
1.000 126-062
0.618 126-053
HIGH 126-038
0.618 126-028
0.500 126-025
0.382 126-022
LOW 126-012
0.618 125-317
1.000 125-308
1.618 125-292
2.618 125-267
4.250 125-226
Fisher Pivots for day following 29-Dec-2020
Pivot 1 day 3 day
R1 126-027 126-023
PP 126-026 126-018
S1 126-025 126-014

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

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