ECBOT 5 Year T-Note Future December 2020
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Dec-2020 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Dec-2020 | 
                    02-Dec-2020 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        125-222 | 
                        125-150 | 
                        -0-072 | 
                        -0.2% | 
                        125-198 | 
                     
                    
                        | High | 
                        125-230 | 
                        125-158 | 
                        -0-072 | 
                        -0.2% | 
                        125-215 | 
                     
                    
                        | Low | 
                        125-118 | 
                        125-118 | 
                        0-000 | 
                        0.0% | 
                        125-162 | 
                     
                    
                        | Close | 
                        125-125 | 
                        125-140 | 
                        0-015 | 
                        0.0% | 
                        125-215 | 
                     
                    
                        | Range | 
                        0-112 | 
                        0-040 | 
                        -0-072 | 
                        -64.4% | 
                        0-052 | 
                     
                    
                        | ATR | 
                        0-054 | 
                        0-053 | 
                        -0-001 | 
                        -1.9% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        100,090 | 
                        37,090 | 
                        -63,000 | 
                        -62.9% | 
                        6,213,822 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Dec-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                125-258 | 
                125-239 | 
                125-162 | 
                 | 
             
            
                | R3 | 
                125-218 | 
                125-199 | 
                125-151 | 
                 | 
             
            
                | R2 | 
                125-178 | 
                125-178 | 
                125-147 | 
                 | 
             
            
                | R1 | 
                125-159 | 
                125-159 | 
                125-144 | 
                125-149 | 
             
            
                | PP | 
                125-138 | 
                125-138 | 
                125-138 | 
                125-133 | 
             
            
                | S1 | 
                125-119 | 
                125-119 | 
                125-136 | 
                125-109 | 
             
            
                | S2 | 
                125-098 | 
                125-098 | 
                125-133 | 
                 | 
             
            
                | S3 | 
                125-058 | 
                125-079 | 
                125-129 | 
                 | 
             
            
                | S4 | 
                125-018 | 
                125-039 | 
                125-118 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                0-054 | 
                0.1% | 
                20% | 
                False | 
                True | 
                378,070 | 
                 
                
                | 10 | 
                125-232 | 
                125-118 | 
                0-115 | 
                0.3% | 
                0-044 | 
                0.1% | 
                20% | 
                False | 
                True | 
                918,729 | 
                 
                
                | 20 | 
                125-295 | 
                125-048 | 
                0-248 | 
                0.6% | 
                0-062 | 
                0.2% | 
                37% | 
                False | 
                False | 
                881,851 | 
                 
                
                | 40 | 
                125-310 | 
                125-048 | 
                0-262 | 
                0.7% | 
                0-053 | 
                0.1% | 
                35% | 
                False | 
                False | 
                743,502 | 
                 
                
                | 60 | 
                126-048 | 
                125-048 | 
                1-000 | 
                0.8% | 
                0-050 | 
                0.1% | 
                29% | 
                False | 
                False | 
                678,648 | 
                 
                
                | 80 | 
                126-065 | 
                125-048 | 
                1-018 | 
                0.8% | 
                0-052 | 
                0.1% | 
                27% | 
                False | 
                False | 
                655,266 | 
                 
                
                | 100 | 
                126-125 | 
                125-048 | 
                1-078 | 
                1.0% | 
                0-049 | 
                0.1% | 
                23% | 
                False | 
                False | 
                524,798 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            126-008 | 
         
        
            | 
2.618             | 
            125-262 | 
         
        
            | 
1.618             | 
            125-222 | 
         
        
            | 
1.000             | 
            125-198 | 
         
        
            | 
0.618             | 
            125-182 | 
         
        
            | 
HIGH             | 
            125-158 | 
         
        
            | 
0.618             | 
            125-142 | 
         
        
            | 
0.500             | 
            125-138 | 
         
        
            | 
0.382             | 
            125-133 | 
         
        
            | 
LOW             | 
            125-118 | 
         
        
            | 
0.618             | 
            125-093 | 
         
        
            | 
1.000             | 
            125-078 | 
         
        
            | 
1.618             | 
            125-053 | 
         
        
            | 
2.618             | 
            125-013 | 
         
        
            | 
4.250             | 
            124-268 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Dec-2020 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                125-139 | 
                                125-175 | 
                             
                            
                                | PP | 
                                125-138 | 
                                125-163 | 
                             
                            
                                | S1 | 
                                125-138 | 
                                125-152 | 
                             
             
         |