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

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	0-006
Narrowest range in 2 trading days

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

Download as Excel Spreadsheet

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

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