ECBOT 5 Year T-Note Future December 2020
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Dec-2020 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Nov-2020 | 
                    01-Dec-2020 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        125-210 | 
                        125-222 | 
                        0-012 | 
                        0.0% | 
                        125-198 | 
                     
                    
                        | High | 
                        125-232 | 
                        125-230 | 
                        -0-002 | 
                        0.0% | 
                        125-215 | 
                     
                    
                        | Low | 
                        125-198 | 
                        125-118 | 
                        -0-080 | 
                        -0.2% | 
                        125-162 | 
                     
                    
                        | Close | 
                        125-222 | 
                        125-125 | 
                        -0-098 | 
                        -0.2% | 
                        125-215 | 
                     
                    
                        | Range | 
                        0-035 | 
                        0-112 | 
                        0-078 | 
                        221.4% | 
                        0-052 | 
                     
                    
                        | ATR | 
                        0-050 | 
                        0-054 | 
                        0-004 | 
                        9.0% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        141,164 | 
                        100,090 | 
                        -41,074 | 
                        -29.1% | 
                        6,213,822 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Dec-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                126-175 | 
                126-102 | 
                125-187 | 
                 | 
             
            
                | R3 | 
                126-062 | 
                125-310 | 
                125-156 | 
                 | 
             
            
                | R2 | 
                125-270 | 
                125-270 | 
                125-146 | 
                 | 
             
            
                | R1 | 
                125-198 | 
                125-198 | 
                125-135 | 
                125-178 | 
             
            
                | PP | 
                125-158 | 
                125-158 | 
                125-158 | 
                125-148 | 
             
            
                | S1 | 
                125-085 | 
                125-085 | 
                125-115 | 
                125-065 | 
             
            
                | S2 | 
                125-045 | 
                125-045 | 
                125-104 | 
                 | 
             
            
                | S3 | 
                124-252 | 
                124-292 | 
                125-094 | 
                 | 
             
            
                | S4 | 
                124-140 | 
                124-180 | 
                125-063 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Nov-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                126-035 | 
                126-018 | 
                125-244 | 
                 | 
             
            
                | R3 | 
                125-302 | 
                125-285 | 
                125-229 | 
                 | 
             
            
                | R2 | 
                125-250 | 
                125-250 | 
                125-225 | 
                 | 
             
            
                | R1 | 
                125-232 | 
                125-232 | 
                125-220 | 
                125-241 | 
             
            
                | PP | 
                125-198 | 
                125-198 | 
                125-198 | 
                125-202 | 
             
            
                | S1 | 
                125-180 | 
                125-180 | 
                125-210 | 
                125-189 | 
             
            
                | S2 | 
                125-145 | 
                125-145 | 
                125-205 | 
                 | 
             
            
                | S3 | 
                125-092 | 
                125-128 | 
                125-201 | 
                 | 
             
            
                | S4 | 
                125-040 | 
                125-075 | 
                125-186 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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% | 
                0-050 | 
                0.1% | 
                7% | 
                False | 
                True | 
                791,382 | 
                 
                
                | 10 | 
                125-232 | 
                125-118 | 
                0-115 | 
                0.3% | 
                0-044 | 
                0.1% | 
                7% | 
                False | 
                True | 
                979,089 | 
                 
                
                | 20 | 
                125-295 | 
                125-048 | 
                0-248 | 
                0.6% | 
                0-063 | 
                0.2% | 
                31% | 
                False | 
                False | 
                913,518 | 
                 
                
                | 40 | 
                125-310 | 
                125-048 | 
                0-262 | 
                0.7% | 
                0-053 | 
                0.1% | 
                30% | 
                False | 
                False | 
                763,203 | 
                 
                
                | 60 | 
                126-048 | 
                125-048 | 
                1-000 | 
                0.8% | 
                0-050 | 
                0.1% | 
                24% | 
                False | 
                False | 
                689,270 | 
                 
                
                | 80 | 
                126-088 | 
                125-048 | 
                1-040 | 
                0.9% | 
                0-052 | 
                0.1% | 
                22% | 
                False | 
                False | 
                655,001 | 
                 
                
                | 100 | 
                126-125 | 
                125-048 | 
                1-078 | 
                1.0% | 
                0-049 | 
                0.1% | 
                19% | 
                False | 
                False | 
                524,428 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            127-068 | 
         
        
            | 
2.618             | 
            126-205 | 
         
        
            | 
1.618             | 
            126-092 | 
         
        
            | 
1.000             | 
            126-022 | 
         
        
            | 
0.618             | 
            125-300 | 
         
        
            | 
HIGH             | 
            125-230 | 
         
        
            | 
0.618             | 
            125-187 | 
         
        
            | 
0.500             | 
            125-174 | 
         
        
            | 
0.382             | 
            125-160 | 
         
        
            | 
LOW             | 
            125-118 | 
         
        
            | 
0.618             | 
            125-048 | 
         
        
            | 
1.000             | 
            125-005 | 
         
        
            | 
1.618             | 
            124-255 | 
         
        
            | 
2.618             | 
            124-143 | 
         
        
            | 
4.250             | 
            123-279 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Dec-2020 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                125-174 | 
                                125-175 | 
                             
                            
                                | PP | 
                                125-158 | 
                                125-158 | 
                             
                            
                                | S1 | 
                                125-141 | 
                                125-142 | 
                             
             
         |