ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 31-Dec-2020

Day Change Summary
	Previous	Current
	30-Dec-2020	31-Dec-2020	Change	Change %	Previous Week
Open	126-022	126-038	0-015	0.0%	125-312
High	126-042	126-060	0-018	0.0%	126-060
Low	126-005	126-032	0-028	0.1%	125-305
Close	126-038	126-052	0-015	0.0%	126-020
Range	0-038	0-028	-0-010	-26.7%	0-075
ATR	0-048	0-046	-0-001	-3.0%	0-000
Volume	429,537	626,489	196,952	45.9%	1,900,975

Daily Pivots for day following 31-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-131	126-119	126-068
R3	126-103	126-092	126-060
R2	126-076	126-076	126-058
R1	126-064	126-064	126-055	126-070
PP	126-048	126-048	126-048	126-051
S1	126-037	126-037	126-050	126-042
S2	126-021	126-021	126-047
S3	125-313	126-009	126-045
S4	125-286	125-302	126-037

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	126-060	125-310	0-070	0.2%	0-032	0.1%	89%	True	False	444,227
10	126-060	125-300	0-080	0.2%	0-042	0.1%	91%	True	False	515,655
20	126-060	125-215	0-165	0.4%	0-047	0.1%	95%	True	False	576,386
40	126-088	125-135	0-272	0.7%	0-056	0.1%	87%	False	False	524,845

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	False
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	126-177
2.618	126-132
1.618	126-104
1.000	126-088
0.618	126-077
HIGH	126-060
0.618	126-049
0.500	126-046
0.382	126-043
LOW	126-032
0.618	126-016
1.000	126-005
1.618	125-308
2.618	125-281
4.250	125-236

Fisher Pivots for day following 31-Dec-2020
Pivot	1 day	3 day
R1	126-050	126-046
PP	126-048	126-039
S1	126-046	126-032

Download as Excel Spreadsheet

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

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