ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 15-Dec-2020

Day Change Summary
	Previous	Current
	14-Dec-2020	15-Dec-2020	Change	Change %	Previous Week
Open	125-228	125-248	0-020	0.0%	125-158
High	125-252	125-252	0-000	0.0%	125-260
Low	125-208	125-225	0-018	0.0%	125-150
Close	125-250	125-228	-0-022	-0.1%	125-250
Range	0-045	0-028	-0-018	-38.9%	0-110
ATR	0-050	0-048	-0-002	-3.2%	0-000
Volume	8,169	3,715	-4,454	-54.5%	26,712

Daily Pivots for day following 15-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	125-318	125-300	125-243
R3	125-290	125-272	125-235
R2	125-262	125-262	125-233
R1	125-245	125-245	125-230	125-240
PP	125-235	125-235	125-235	125-232
S1	125-218	125-218	125-225	125-212
S2	125-208	125-208	125-222
S3	125-180	125-190	125-220
S4	125-152	125-162	125-212

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-230	126-190	125-310
R3	126-120	126-080	125-280
R2	126-010	126-010	125-270
R1	125-290	125-290	125-260	125-310
PP	125-220	125-220	125-220	125-230
S1	125-180	125-180	125-240	125-200
S2	125-110	125-110	125-230
S3	125-000	125-070	125-220
S4	124-210	124-280	125-190

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-260	125-155	0-105	0.3%	0-037	0.1%	69%	False	False	5,825
10	125-260	125-118	0-142	0.4%	0-040	0.1%	77%	False	False	13,035
20	125-260	125-118	0-142	0.4%	0-042	0.1%	77%	False	False	496,062
40	125-295	125-048	0-248	0.6%	0-053	0.1%	73%	False	False	636,865
60	126-048	125-048	1-000	0.8%	0-049	0.1%	56%	False	False	605,943
80	126-065	125-048	1-018	0.8%	0-050	0.1%	53%	False	False	649,648
100	126-125	125-048	1-078	1.0%	0-050	0.1%	45%	False	False	525,558

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0-008
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-049
2.618	126-004
1.618	125-297
1.000	125-280
0.618	125-269
HIGH	125-252
0.618	125-242
0.500	125-239
0.382	125-236
LOW	125-225
0.618	125-208
1.000	125-198
1.618	125-181
2.618	125-153
4.250	125-108

Fisher Pivots for day following 15-Dec-2020
Pivot	1 day	3 day
R1	125-239	125-231
PP	125-235	125-230
S1	125-231	125-229

Download as Excel Spreadsheet

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

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