ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 24-Dec-2020
Day Change Summary
Previous Current
23-Dec-2020 24-Dec-2020 Change Change % Previous Week
Open 125-240 125-245 0-005 0.0% 125-258
High 125-258 125-252 -0-005 0.0% 125-278
Low 125-212 125-232 0-020 0.0% 125-212
Close 125-235 125-245 0-010 0.0% 125-245
Range 0-045 0-020 -0-025 -55.6% 0-065
ATR 0-046 0-044 -0-002 -4.0% 0-000
Volume 368 74 -294 -79.9% 10,194
Daily Pivots for day following 24-Dec-2020
Classic Woodie Camarilla DeMark
R4 125-303 125-294 125-256
R3 125-283 125-274 125-250
R2 125-263 125-263 125-249
R1 125-254 125-254 125-247 125-255
PP 125-243 125-243 125-243 125-244
S1 125-234 125-234 125-243 125-235
S2 125-223 125-223 125-241
S3 125-203 125-214 125-240
S4 125-183 125-194 125-234
Weekly Pivots for week ending 24-Dec-2020
Classic Woodie Camarilla DeMark
R4 126-120 126-088 125-281
R3 126-055 126-022 125-263
R2 125-310 125-310 125-257
R1 125-278 125-278 125-251 125-261
PP 125-245 125-245 125-245 125-237
S1 125-212 125-212 125-239 125-196
S2 125-180 125-180 125-233
S3 125-115 125-148 125-227
S4 125-050 125-082 125-209
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-278 125-212 0-065 0.2% 0-030 0.1% 50% False False 4,711
10 125-278 125-202 0-075 0.2% 0-037 0.1% 57% False False 4,117
20 125-278 125-118 0-160 0.4% 0-041 0.1% 80% False False 35,589
40 125-295 125-048 0-248 0.6% 0-051 0.1% 80% False False 528,945
60 126-035 125-048 0-308 0.8% 0-050 0.1% 64% False False 544,160
80 126-065 125-048 1-018 0.8% 0-048 0.1% 59% False False 541,914
100 126-122 125-048 1-075 1.0% 0-050 0.1% 50% False False 525,657
120 126-125 125-048 1-078 1.0% 0-048 0.1% 50% False False 438,331
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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-018
2.618 125-305
1.618 125-285
1.000 125-272
0.618 125-265
HIGH 125-252
0.618 125-245
0.500 125-242
0.382 125-240
LOW 125-232
0.618 125-220
1.000 125-212
1.618 125-200
2.618 125-180
4.250 125-148
Fisher Pivots for day following 24-Dec-2020
Pivot 1 day 3 day
R1 125-244 125-242
PP 125-243 125-238
S1 125-242 125-235

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

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