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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |