ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 03-Dec-2020

Day Change Summary
	Previous	Current
	02-Dec-2020	03-Dec-2020	Change	Change %	Previous Week
Open	125-150	125-150	0-000	0.0%	125-198
High	125-158	125-185	0-028	0.1%	125-215
Low	125-118	125-140	0-022	0.1%	125-162
Close	125-140	125-168	0-028	0.1%	125-215
Range	0-040	0-045	0-005	12.5%	0-052
ATR	0-053	0-053	-0-001	-1.1%	0-000
Volume	37,090	28,691	-8,399	-22.6%	6,213,822

Daily Pivots for day following 03-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	125-299	125-278	125-192
R3	125-254	125-233	125-180
R2	125-209	125-209	125-176
R1	125-188	125-188	125-172	125-199
PP	125-164	125-164	125-164	125-169
S1	125-143	125-143	125-163	125-154
S2	125-119	125-119	125-159
S3	125-074	125-098	125-155
S4	125-029	125-053	125-143

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%	43%	False	False	124,209
10	125-232	125-118	0-115	0.3%	0-043	0.1%	43%	False	False	837,928
20	125-295	125-048	0-248	0.6%	0-056	0.1%	48%	False	False	815,604
40	125-310	125-048	0-262	0.7%	0-052	0.1%	46%	False	False	728,438
60	126-048	125-048	1-000	0.8%	0-050	0.1%	38%	False	False	668,067
80	126-065	125-048	1-018	0.8%	0-051	0.1%	36%	False	False	655,335
100	126-125	125-048	1-078	1.0%	0-049	0.1%	30%	False	False	525,085

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-056
2.618	125-303
1.618	125-258
1.000	125-230
0.618	125-213
HIGH	125-185
0.618	125-168
0.500	125-162
0.382	125-157
LOW	125-140
0.618	125-112
1.000	125-095
1.618	125-067
2.618	125-022
4.250	124-269

Fisher Pivots for day following 03-Dec-2020
Pivot	1 day	3 day
R1	125-166	125-174
PP	125-164	125-172
S1	125-162	125-170

Download as Excel Spreadsheet

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

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