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

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-007
Narrowest range in 2 trading days

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

Download as Excel Spreadsheet

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

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