ECBOT 5 Year T-Note Future December 2020
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Dec-2020 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Dec-2020 | 
                    07-Dec-2020 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        125-182 | 
                        125-158 | 
                        -0-025 | 
                        -0.1% | 
                        125-210 | 
                     
                    
                        | High | 
                        125-182 | 
                        125-195 | 
                        0-012 | 
                        0.0% | 
                        125-232 | 
                     
                    
                        | Low | 
                        125-132 | 
                        125-150 | 
                        0-018 | 
                        0.0% | 
                        125-118 | 
                     
                    
                        | Close | 
                        125-150 | 
                        125-192 | 
                        0-042 | 
                        0.1% | 
                        125-150 | 
                     
                    
                        | Range | 
                        0-050 | 
                        0-045 | 
                        -0-005 | 
                        -10.0% | 
                        0-115 | 
                     
                    
                        | ATR | 
                        0-052 | 
                        0-052 | 
                        -0-001 | 
                        -1.0% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        25,973 | 
                        4,458 | 
                        -21,515 | 
                        -82.8% | 
                        333,008 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Dec-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                125-314 | 
                125-298 | 
                125-217 | 
                 | 
             
            
                | R3 | 
                125-269 | 
                125-253 | 
                125-205 | 
                 | 
             
            
                | R2 | 
                125-224 | 
                125-224 | 
                125-201 | 
                 | 
             
            
                | R1 | 
                125-208 | 
                125-208 | 
                125-197 | 
                125-216 | 
             
            
                | PP | 
                125-179 | 
                125-179 | 
                125-179 | 
                125-183 | 
             
            
                | S1 | 
                125-163 | 
                125-163 | 
                125-188 | 
                125-171 | 
             
            
                | S2 | 
                125-134 | 
                125-134 | 
                125-184 | 
                 | 
             
            
                | S3 | 
                125-089 | 
                125-118 | 
                125-180 | 
                 | 
             
            
                | S4 | 
                125-044 | 
                125-073 | 
                125-168 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                125-230 | 
                125-118 | 
                0-112 | 
                0.3% | 
                0-058 | 
                0.1% | 
                67% | 
                False | 
                False | 
                39,260 | 
                 
                
                | 10 | 
                125-232 | 
                125-118 | 
                0-115 | 
                0.3% | 
                0-046 | 
                0.1% | 
                65% | 
                False | 
                False | 
                655,128 | 
                 
                
                | 20 | 
                125-240 | 
                125-048 | 
                0-192 | 
                0.5% | 
                0-054 | 
                0.1% | 
                75% | 
                False | 
                False | 
                741,120 | 
                 
                
                | 40 | 
                125-310 | 
                125-048 | 
                0-262 | 
                0.7% | 
                0-053 | 
                0.1% | 
                55% | 
                False | 
                False | 
                702,074 | 
                 
                
                | 60 | 
                126-048 | 
                125-048 | 
                1-000 | 
                0.8% | 
                0-050 | 
                0.1% | 
                45% | 
                False | 
                False | 
                649,956 | 
                 
                
                | 80 | 
                126-065 | 
                125-048 | 
                1-018 | 
                0.8% | 
                0-051 | 
                0.1% | 
                43% | 
                False | 
                False | 
                655,175 | 
                 
                
                | 100 | 
                126-125 | 
                125-048 | 
                1-078 | 
                1.0% | 
                0-050 | 
                0.1% | 
                36% | 
                False | 
                False | 
                525,342 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            126-066 | 
         
        
            | 
2.618             | 
            125-313 | 
         
        
            | 
1.618             | 
            125-268 | 
         
        
            | 
1.000             | 
            125-240 | 
         
        
            | 
0.618             | 
            125-223 | 
         
        
            | 
HIGH             | 
            125-195 | 
         
        
            | 
0.618             | 
            125-178 | 
         
        
            | 
0.500             | 
            125-172 | 
         
        
            | 
0.382             | 
            125-167 | 
         
        
            | 
LOW             | 
            125-150 | 
         
        
            | 
0.618             | 
            125-122 | 
         
        
            | 
1.000             | 
            125-105 | 
         
        
            | 
1.618             | 
            125-077 | 
         
        
            | 
2.618             | 
            125-032 | 
         
        
            | 
4.250             | 
            124-279 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Dec-2020 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                125-186 | 
                                125-183 | 
                             
                            
                                | PP | 
                                125-179 | 
                                125-173 | 
                             
                            
                                | S1 | 
                                125-172 | 
                                125-164 | 
                             
             
         |