ECBOT 5 Year T-Note Future December 2020
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Nov-2020 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Nov-2020 | 
                    23-Nov-2020 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        125-192 | 
                        125-198 | 
                        0-005 | 
                        0.0% | 
                        125-150 | 
                     
                    
                        | High | 
                        125-205 | 
                        125-200 | 
                        -0-005 | 
                        0.0% | 
                        125-205 | 
                     
                    
                        | Low | 
                        125-178 | 
                        125-165 | 
                        -0-012 | 
                        0.0% | 
                        125-125 | 
                     
                    
                        | Close | 
                        125-192 | 
                        125-178 | 
                        -0-015 | 
                        0.0% | 
                        125-192 | 
                     
                    
                        | Range | 
                        0-028 | 
                        0-035 | 
                        0-008 | 
                        27.3% | 
                        0-080 | 
                     
                    
                        | ATR | 
                        0-056 | 
                        0-055 | 
                        -0-002 | 
                        -2.7% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        956,448 | 
                        2,498,166 | 
                        1,541,718 | 
                        161.2% | 
                        4,017,121 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Nov-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                125-286 | 
                125-267 | 
                125-197 | 
                 | 
             
            
                | R3 | 
                125-251 | 
                125-232 | 
                125-187 | 
                 | 
             
            
                | R2 | 
                125-216 | 
                125-216 | 
                125-184 | 
                 | 
             
            
                | R1 | 
                125-197 | 
                125-197 | 
                125-181 | 
                125-189 | 
             
            
                | PP | 
                125-181 | 
                125-181 | 
                125-181 | 
                125-177 | 
             
            
                | S1 | 
                125-162 | 
                125-162 | 
                125-174 | 
                125-154 | 
             
            
                | S2 | 
                125-146 | 
                125-146 | 
                125-171 | 
                 | 
             
            
                | S3 | 
                125-111 | 
                125-127 | 
                125-168 | 
                 | 
             
            
                | S4 | 
                125-076 | 
                125-092 | 
                125-158 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Nov-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                126-094 | 
                126-063 | 
                125-236 | 
                 | 
             
            
                | R3 | 
                126-014 | 
                125-303 | 
                125-214 | 
                 | 
             
            
                | R2 | 
                125-254 | 
                125-254 | 
                125-207 | 
                 | 
             
            
                | R1 | 
                125-223 | 
                125-223 | 
                125-200 | 
                125-239 | 
             
            
                | PP | 
                125-174 | 
                125-174 | 
                125-174 | 
                125-182 | 
             
            
                | S1 | 
                125-143 | 
                125-143 | 
                125-185 | 
                125-159 | 
             
            
                | S2 | 
                125-094 | 
                125-094 | 
                125-178 | 
                 | 
             
            
                | S3 | 
                125-014 | 
                125-063 | 
                125-170 | 
                 | 
             
            
                | S4 | 
                124-254 | 
                124-303 | 
                125-148 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                125-205 | 
                125-135 | 
                0-070 | 
                0.2% | 
                0-038 | 
                0.1% | 
                61% | 
                False | 
                False | 
                1,166,796 | 
                 
                
                | 10 | 
                125-205 | 
                125-048 | 
                0-158 | 
                0.4% | 
                0-047 | 
                0.1% | 
                83% | 
                False | 
                False | 
                931,390 | 
                 
                
                | 20 | 
                125-295 | 
                125-048 | 
                0-248 | 
                0.6% | 
                0-062 | 
                0.2% | 
                53% | 
                False | 
                False | 
                919,414 | 
                 
                
                | 40 | 
                126-048 | 
                125-048 | 
                1-000 | 
                0.8% | 
                0-054 | 
                0.1% | 
                41% | 
                False | 
                False | 
                747,645 | 
                 
                
                | 60 | 
                126-065 | 
                125-048 | 
                1-018 | 
                0.8% | 
                0-051 | 
                0.1% | 
                39% | 
                False | 
                False | 
                681,508 | 
                 
                
                | 80 | 
                126-125 | 
                125-048 | 
                1-078 | 
                1.0% | 
                0-052 | 
                0.1% | 
                33% | 
                False | 
                False | 
                605,694 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            126-029 | 
         
        
            | 
2.618             | 
            125-292 | 
         
        
            | 
1.618             | 
            125-257 | 
         
        
            | 
1.000             | 
            125-235 | 
         
        
            | 
0.618             | 
            125-222 | 
         
        
            | 
HIGH             | 
            125-200 | 
         
        
            | 
0.618             | 
            125-187 | 
         
        
            | 
0.500             | 
            125-182 | 
         
        
            | 
0.382             | 
            125-178 | 
         
        
            | 
LOW             | 
            125-165 | 
         
        
            | 
0.618             | 
            125-143 | 
         
        
            | 
1.000             | 
            125-130 | 
         
        
            | 
1.618             | 
            125-108 | 
         
        
            | 
2.618             | 
            125-073 | 
         
        
            | 
4.250             | 
            125-016 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Nov-2020 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                125-182 | 
                                125-182 | 
                             
                            
                                | PP | 
                                125-181 | 
                                125-181 | 
                             
                            
                                | S1 | 
                                125-179 | 
                                125-179 | 
                             
             
         |