ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 10-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2020 |
10-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
125-170 |
125-182 |
0-012 |
0.0% |
125-210 |
| High |
125-175 |
125-210 |
0-035 |
0.1% |
125-232 |
| Low |
125-155 |
125-175 |
0-020 |
0.0% |
125-118 |
| Close |
125-168 |
125-210 |
0-042 |
0.1% |
125-150 |
| Range |
0-020 |
0-035 |
0-015 |
75.0% |
0-115 |
| ATR |
0-050 |
0-049 |
-0-001 |
-1.1% |
0-000 |
| Volume |
2,736 |
11,395 |
8,659 |
316.5% |
333,008 |
|
| Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-303 |
125-292 |
125-229 |
|
| R3 |
125-268 |
125-257 |
125-220 |
|
| R2 |
125-233 |
125-233 |
125-216 |
|
| R1 |
125-222 |
125-222 |
125-213 |
125-228 |
| PP |
125-198 |
125-198 |
125-198 |
125-201 |
| S1 |
125-187 |
125-187 |
125-207 |
125-192 |
| S2 |
125-163 |
125-163 |
125-204 |
|
| S3 |
125-128 |
125-152 |
125-200 |
|
| S4 |
125-093 |
125-117 |
125-191 |
|
|
| 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% |
0-038 |
0.1% |
89% |
False |
False |
9,915 |
| 10 |
125-232 |
125-118 |
0-115 |
0.3% |
0-046 |
0.1% |
80% |
False |
False |
67,062 |
| 20 |
125-232 |
125-085 |
0-148 |
0.4% |
0-044 |
0.1% |
85% |
False |
False |
609,559 |
| 40 |
125-310 |
125-048 |
0-262 |
0.7% |
0-053 |
0.1% |
62% |
False |
False |
675,042 |
| 60 |
126-048 |
125-048 |
1-000 |
0.8% |
0-049 |
0.1% |
51% |
False |
False |
629,193 |
| 80 |
126-065 |
125-048 |
1-018 |
0.8% |
0-050 |
0.1% |
48% |
False |
False |
654,874 |
| 100 |
126-125 |
125-048 |
1-078 |
1.0% |
0-050 |
0.1% |
41% |
False |
False |
525,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-039 |
|
2.618 |
125-302 |
|
1.618 |
125-267 |
|
1.000 |
125-245 |
|
0.618 |
125-232 |
|
HIGH |
125-210 |
|
0.618 |
125-197 |
|
0.500 |
125-192 |
|
0.382 |
125-188 |
|
LOW |
125-175 |
|
0.618 |
125-153 |
|
1.000 |
125-140 |
|
1.618 |
125-118 |
|
2.618 |
125-083 |
|
4.250 |
125-026 |
|
|
| Fisher Pivots for day following 10-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-204 |
125-202 |
| PP |
125-198 |
125-195 |
| S1 |
125-192 |
125-188 |
|