ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 08-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2020 |
08-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
125-158 |
125-200 |
0-042 |
0.1% |
125-210 |
| High |
125-195 |
125-220 |
0-025 |
0.1% |
125-232 |
| Low |
125-150 |
125-182 |
0-032 |
0.1% |
125-118 |
| Close |
125-192 |
125-192 |
0-000 |
0.0% |
125-150 |
| Range |
0-045 |
0-038 |
-0-008 |
-16.7% |
0-115 |
| ATR |
0-052 |
0-051 |
-0-001 |
-2.0% |
0-000 |
| Volume |
4,458 |
5,013 |
555 |
12.4% |
333,008 |
|
| Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-311 |
125-289 |
125-213 |
|
| R3 |
125-273 |
125-252 |
125-203 |
|
| R2 |
125-236 |
125-236 |
125-199 |
|
| R1 |
125-214 |
125-214 |
125-196 |
125-206 |
| PP |
125-198 |
125-198 |
125-198 |
125-194 |
| S1 |
125-177 |
125-177 |
125-189 |
125-169 |
| S2 |
125-161 |
125-161 |
125-186 |
|
| S3 |
125-123 |
125-139 |
125-182 |
|
| S4 |
125-086 |
125-102 |
125-172 |
|
|
| 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 |
125-220 |
125-118 |
0-102 |
0.3% |
0-044 |
0.1% |
73% |
True |
False |
20,245 |
| 10 |
125-232 |
125-118 |
0-115 |
0.3% |
0-047 |
0.1% |
65% |
False |
False |
405,813 |
| 20 |
125-232 |
125-048 |
0-185 |
0.5% |
0-047 |
0.1% |
78% |
False |
False |
668,602 |
| 40 |
125-310 |
125-048 |
0-262 |
0.7% |
0-053 |
0.1% |
55% |
False |
False |
699,727 |
| 60 |
126-048 |
125-048 |
1-000 |
0.8% |
0-050 |
0.1% |
45% |
False |
False |
643,790 |
| 80 |
126-065 |
125-048 |
1-018 |
0.8% |
0-050 |
0.1% |
43% |
False |
False |
655,117 |
| 100 |
126-125 |
125-048 |
1-078 |
1.0% |
0-050 |
0.1% |
36% |
False |
False |
525,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-059 |
|
2.618 |
125-318 |
|
1.618 |
125-281 |
|
1.000 |
125-258 |
|
0.618 |
125-243 |
|
HIGH |
125-220 |
|
0.618 |
125-206 |
|
0.500 |
125-201 |
|
0.382 |
125-197 |
|
LOW |
125-182 |
|
0.618 |
125-159 |
|
1.000 |
125-145 |
|
1.618 |
125-122 |
|
2.618 |
125-084 |
|
4.250 |
125-023 |
|
|
| Fisher Pivots for day following 08-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-201 |
125-187 |
| PP |
125-198 |
125-182 |
| S1 |
125-195 |
125-176 |
|