ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 09-Dec-2020

Day Change Summary
	Previous	Current
	08-Dec-2020	09-Dec-2020	Change	Change %	Previous Week
Open	125-200	125-170	-0-030	-0.1%	125-210
High	125-220	125-175	-0-045	-0.1%	125-232
Low	125-182	125-155	-0-028	-0.1%	125-118
Close	125-192	125-168	-0-025	-0.1%	125-150
Range	0-038	0-020	-0-018	-46.7%	0-115
ATR	0-051	0-050	-0-001	-1.9%	0-000
Volume	5,013	2,736	-2,277	-45.4%	333,008

Daily Pivots for day following 09-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	125-226	125-217	125-178
R3	125-206	125-197	125-173
R2	125-186	125-186	125-171
R1	125-177	125-177	125-169	125-171
PP	125-166	125-166	125-166	125-163
S1	125-157	125-157	125-166	125-151
S2	125-146	125-146	125-164
S3	125-126	125-137	125-162
S4	125-106	125-117	125-156

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	125-132	0-088	0.2%	0-040	0.1%	40%	False	False	13,374
10	125-232	125-118	0-115	0.3%	0-046	0.1%	43%	False	False	195,722
20	125-232	125-048	0-185	0.5%	0-045	0.1%	65%	False	False	619,925
40	125-310	125-048	0-262	0.7%	0-052	0.1%	46%	False	False	686,381
60	126-048	125-048	1-000	0.8%	0-050	0.1%	38%	False	False	637,955
80	126-065	125-048	1-018	0.8%	0-050	0.1%	36%	False	False	654,977
100	126-125	125-048	1-078	1.0%	0-050	0.1%	30%	False	False	525,403

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 41 trading days

Fibonacci Retracements and Extensions
4.250	125-260
2.618	125-227
1.618	125-207
1.000	125-195
0.618	125-187
HIGH	125-175
0.618	125-167
0.500	125-165
0.382	125-163
LOW	125-155
0.618	125-143
1.000	125-135
1.618	125-123
2.618	125-103
4.250	125-070

Fisher Pivots for day following 09-Dec-2020
Pivot	1 day	3 day
R1	125-167	125-185
PP	125-166	125-179
S1	125-165	125-173

Download as Excel Spreadsheet

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

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