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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |