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

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-007
Widest range in 15 trading days

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

Download as Excel Spreadsheet

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

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