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

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-008
Narrowest range in 6 trading days

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

Download as Excel Spreadsheet

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

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