ECBOT 5 Year T-Note Future March 2021

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	125-242	125-280	0-038	0.1%	125-315
High	125-282	125-288	0-005	0.0%	126-018
Low	125-230	125-215	-0-015	0.0%	125-205
Close	125-262	125-235	-0-028	-0.1%	125-235
Range	0-052	0-072	0-020	38.1%	0-132
ATR	0-055	0-056	0-001	2.3%	0-000
Volume	721,765	728,963	7,198	1.0%	4,581,070

Daily Pivots for day following 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-143	126-102	125-275
R3	126-071	126-029	125-255
R2	125-318	125-318	125-248
R1	125-277	125-277	125-242	125-261
PP	125-246	125-246	125-246	125-238
S1	125-204	125-204	125-228	125-189
S2	125-173	125-173	125-222
S3	125-101	125-132	125-215
S4	125-028	125-059	125-195

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	127-017	126-258	125-308
R3	126-204	126-126	125-271
R2	126-072	126-072	125-259
R1	125-313	125-313	125-247	125-286
PP	125-259	125-259	125-259	125-246
S1	125-181	125-181	125-223	125-154
S2	125-127	125-127	125-211
S3	124-314	125-048	125-199
S4	124-182	124-236	125-162

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-018	125-205	0-132	0.3%	0-068	0.2%	23%	False	False	916,214
10	126-018	125-205	0-132	0.3%	0-052	0.1%	23%	False	False	1,032,888
20	126-060	125-135	0-245	0.6%	0-059	0.1%	41%	False	False	545,687

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-276
2.618	126-157
1.618	126-085
1.000	126-040
0.618	126-012
HIGH	125-288
0.618	125-260
0.500	125-251
0.382	125-243
LOW	125-215
0.618	125-170
1.000	125-142
1.618	125-098
2.618	125-025
4.250	124-227

Fisher Pivots for day following 04-Dec-2020
Pivot	1 day	3 day
R1	125-251	125-246
PP	125-246	125-242
S1	125-240	125-239

Download as Excel Spreadsheet

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

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