ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 04-Dec-2020

Day Change Summary
	Previous	Current
	03-Dec-2020	04-Dec-2020	Change	Change %	Previous Week
Open	125-150	125-182	0-032	0.1%	125-210
High	125-185	125-182	-0-002	0.0%	125-232
Low	125-140	125-132	-0-008	0.0%	125-118
Close	125-168	125-150	-0-018	0.0%	125-150
Range	0-045	0-050	0-005	11.1%	0-115
ATR	0-053	0-052	0-000	-0.4%	0-000
Volume	28,691	25,973	-2,718	-9.5%	333,008

Daily Pivots for day following 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	125-305	125-278	125-178
R3	125-255	125-228	125-164
R2	125-205	125-205	125-159
R1	125-178	125-178	125-155	125-166
PP	125-155	125-155	125-155	125-149
S1	125-128	125-128	125-145	125-116
S2	125-105	125-105	125-141
S3	125-055	125-078	125-136
S4	125-005	125-028	125-122

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-192	126-126	125-213
R3	126-077	126-011	125-182
R2	125-282	125-282	125-171
R1	125-216	125-216	125-161	125-191
PP	125-167	125-167	125-167	125-154
S1	125-101	125-101	125-139	125-076
S2	125-052	125-052	125-129
S3	124-257	124-306	125-118
S4	124-142	124-191	125-087

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-232	125-118	0-115	0.3%	0-056	0.1%	28%	False	False	66,601
10	125-232	125-118	0-115	0.3%	0-045	0.1%	28%	False	False	750,327
20	125-272	125-048	0-225	0.6%	0-056	0.1%	46%	False	False	778,837
40	125-310	125-048	0-262	0.7%	0-053	0.1%	39%	False	False	716,060
60	126-048	125-048	1-000	0.8%	0-050	0.1%	32%	False	False	658,234
80	126-065	125-048	1-018	0.8%	0-051	0.1%	30%	False	False	655,339
100	126-125	125-048	1-078	1.0%	0-050	0.1%	26%	False	False	525,328

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	0-007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-075
2.618	125-313
1.618	125-263
1.000	125-232
0.618	125-213
HIGH	125-182
0.618	125-163
0.500	125-158
0.382	125-152
LOW	125-132
0.618	125-102
1.000	125-082
1.618	125-052
2.618	125-002
4.250	124-240

Fisher Pivots for day following 04-Dec-2020
Pivot	1 day	3 day
R1	125-158	125-151
PP	125-155	125-151
S1	125-152	125-150

Download as Excel Spreadsheet

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

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