ECBOT 5 Year T-Note Future December 2020
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Dec-2020 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Dec-2020 | 
                    04-Dec-2020 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        125-150 | 
                        125-182 | 
                        0-032 | 
                        0.1% | 
                        125-210 | 
                     
                    
                        | High | 
                        125-185 | 
                        125-182 | 
                        -0-002 | 
                        0.0% | 
                        125-232 | 
                     
                    
                        | Low | 
                        125-140 | 
                        125-132 | 
                        -0-008 | 
                        0.0% | 
                        125-118 | 
                     
                    
                        | Close | 
                        125-168 | 
                        125-150 | 
                        -0-018 | 
                        0.0% | 
                        125-150 | 
                     
                    
                        | Range | 
                        0-045 | 
                        0-050 | 
                        0-005 | 
                        11.1% | 
                        0-115 | 
                     
                    
                        | ATR | 
                        0-053 | 
                        0-052 | 
                        0-000 | 
                        -0.4% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        28,691 | 
                        25,973 | 
                        -2,718 | 
                        -9.5% | 
                        333,008 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Dec-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                125-305 | 
                125-278 | 
                125-178 | 
                 | 
             
            
                | R3 | 
                125-255 | 
                125-228 | 
                125-164 | 
                 | 
             
            
                | R2 | 
                125-205 | 
                125-205 | 
                125-159 | 
                 | 
             
            
                | R1 | 
                125-178 | 
                125-178 | 
                125-155 | 
                125-166 | 
             
            
                | PP | 
                125-155 | 
                125-155 | 
                125-155 | 
                125-149 | 
             
            
                | S1 | 
                125-128 | 
                125-128 | 
                125-145 | 
                125-116 | 
             
            
                | S2 | 
                125-105 | 
                125-105 | 
                125-141 | 
                 | 
             
            
                | S3 | 
                125-055 | 
                125-078 | 
                125-136 | 
                 | 
             
            
                | S4 | 
                125-005 | 
                125-028 | 
                125-122 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Dec-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                126-192 | 
                126-126 | 
                125-213 | 
                 | 
             
            
                | R3 | 
                126-077 | 
                126-011 | 
                125-182 | 
                 | 
             
            
                | R2 | 
                125-282 | 
                125-282 | 
                125-171 | 
                 | 
             
            
                | R1 | 
                125-216 | 
                125-216 | 
                125-161 | 
                125-191 | 
             
            
                | PP | 
                125-167 | 
                125-167 | 
                125-167 | 
                125-154 | 
             
            
                | S1 | 
                125-101 | 
                125-101 | 
                125-139 | 
                125-076 | 
             
            
                | S2 | 
                125-052 | 
                125-052 | 
                125-129 | 
                 | 
             
            
                | S3 | 
                124-257 | 
                124-306 | 
                125-118 | 
                 | 
             
            
                | S4 | 
                124-142 | 
                124-191 | 
                125-087 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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% | 
                0-056 | 
                0.1% | 
                28% | 
                False | 
                False | 
                66,601 | 
                 
                
                | 10 | 
                125-232 | 
                125-118 | 
                0-115 | 
                0.3% | 
                0-045 | 
                0.1% | 
                28% | 
                False | 
                False | 
                750,327 | 
                 
                
                | 20 | 
                125-272 | 
                125-048 | 
                0-225 | 
                0.6% | 
                0-056 | 
                0.1% | 
                46% | 
                False | 
                False | 
                778,837 | 
                 
                
                | 40 | 
                125-310 | 
                125-048 | 
                0-262 | 
                0.7% | 
                0-053 | 
                0.1% | 
                39% | 
                False | 
                False | 
                716,060 | 
                 
                
                | 60 | 
                126-048 | 
                125-048 | 
                1-000 | 
                0.8% | 
                0-050 | 
                0.1% | 
                32% | 
                False | 
                False | 
                658,234 | 
                 
                
                | 80 | 
                126-065 | 
                125-048 | 
                1-018 | 
                0.8% | 
                0-051 | 
                0.1% | 
                30% | 
                False | 
                False | 
                655,339 | 
                 
                
                | 100 | 
                126-125 | 
                125-048 | 
                1-078 | 
                1.0% | 
                0-050 | 
                0.1% | 
                26% | 
                False | 
                False | 
                525,328 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            126-075 | 
         
        
            | 
2.618             | 
            125-313 | 
         
        
            | 
1.618             | 
            125-263 | 
         
        
            | 
1.000             | 
            125-232 | 
         
        
            | 
0.618             | 
            125-213 | 
         
        
            | 
HIGH             | 
            125-182 | 
         
        
            | 
0.618             | 
            125-163 | 
         
        
            | 
0.500             | 
            125-158 | 
         
        
            | 
0.382             | 
            125-152 | 
         
        
            | 
LOW             | 
            125-132 | 
         
        
            | 
0.618             | 
            125-102 | 
         
        
            | 
1.000             | 
            125-082 | 
         
        
            | 
1.618             | 
            125-052 | 
         
        
            | 
2.618             | 
            125-002 | 
         
        
            | 
4.250             | 
            124-240 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Dec-2020 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                125-158 | 
                                125-151 | 
                             
                            
                                | PP | 
                                125-155 | 
                                125-151 | 
                             
                            
                                | S1 | 
                                125-152 | 
                                125-150 | 
                             
             
         |