ECBOT 5 Year T-Note Future December 2020
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Dec-2020 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Dec-2020 | 
                    11-Dec-2020 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        125-182 | 
                        125-205 | 
                        0-022 | 
                        0.1% | 
                        125-158 | 
                     
                    
                        | High | 
                        125-210 | 
                        125-260 | 
                        0-050 | 
                        0.1% | 
                        125-260 | 
                     
                    
                        | Low | 
                        125-175 | 
                        125-202 | 
                        0-028 | 
                        0.1% | 
                        125-150 | 
                     
                    
                        | Close | 
                        125-210 | 
                        125-250 | 
                        0-040 | 
                        0.1% | 
                        125-250 | 
                     
                    
                        | Range | 
                        0-035 | 
                        0-058 | 
                        0-022 | 
                        64.3% | 
                        0-110 | 
                     
                    
                        | ATR | 
                        0-049 | 
                        0-050 | 
                        0-001 | 
                        1.2% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        11,395 | 
                        3,110 | 
                        -8,285 | 
                        -72.7% | 
                        26,712 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Dec-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                126-090 | 
                126-068 | 
                125-282 | 
                 | 
             
            
                | R3 | 
                126-032 | 
                126-010 | 
                125-266 | 
                 | 
             
            
                | R2 | 
                125-295 | 
                125-295 | 
                125-261 | 
                 | 
             
            
                | R1 | 
                125-272 | 
                125-272 | 
                125-255 | 
                125-284 | 
             
            
                | PP | 
                125-238 | 
                125-238 | 
                125-238 | 
                125-243 | 
             
            
                | S1 | 
                125-215 | 
                125-215 | 
                125-245 | 
                125-226 | 
             
            
                | S2 | 
                125-180 | 
                125-180 | 
                125-239 | 
                 | 
             
            
                | S3 | 
                125-122 | 
                125-158 | 
                125-234 | 
                 | 
             
            
                | S4 | 
                125-065 | 
                125-100 | 
                125-218 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Dec-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                126-230 | 
                126-190 | 
                125-310 | 
                 | 
             
            
                | R3 | 
                126-120 | 
                126-080 | 
                125-280 | 
                 | 
             
            
                | R2 | 
                126-010 | 
                126-010 | 
                125-270 | 
                 | 
             
            
                | R1 | 
                125-290 | 
                125-290 | 
                125-260 | 
                125-310 | 
             
            
                | PP | 
                125-220 | 
                125-220 | 
                125-220 | 
                125-230 | 
             
            
                | S1 | 
                125-180 | 
                125-180 | 
                125-240 | 
                125-200 | 
             
            
                | S2 | 
                125-110 | 
                125-110 | 
                125-230 | 
                 | 
             
            
                | S3 | 
                125-000 | 
                125-070 | 
                125-220 | 
                 | 
             
            
                | S4 | 
                124-210 | 
                124-280 | 
                125-190 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                125-260 | 
                125-150 | 
                0-110 | 
                0.3% | 
                0-039 | 
                0.1% | 
                91% | 
                True | 
                False | 
                5,342 | 
                 
                
                | 10 | 
                125-260 | 
                125-118 | 
                0-142 | 
                0.4% | 
                0-048 | 
                0.1% | 
                93% | 
                True | 
                False | 
                35,972 | 
                 
                
                | 20 | 
                125-260 | 
                125-118 | 
                0-142 | 
                0.4% | 
                0-043 | 
                0.1% | 
                93% | 
                True | 
                False | 
                560,567 | 
                 
                
                | 40 | 
                125-295 | 
                125-048 | 
                0-248 | 
                0.6% | 
                0-053 | 
                0.1% | 
                82% | 
                False | 
                False | 
                662,888 | 
                 
                
                | 60 | 
                126-048 | 
                125-048 | 
                1-000 | 
                0.8% | 
                0-050 | 
                0.1% | 
                63% | 
                False | 
                False | 
                620,075 | 
                 
                
                | 80 | 
                126-065 | 
                125-048 | 
                1-018 | 
                0.8% | 
                0-051 | 
                0.1% | 
                60% | 
                False | 
                False | 
                653,510 | 
                 
                
                | 100 | 
                126-125 | 
                125-048 | 
                1-078 | 
                1.0% | 
                0-050 | 
                0.1% | 
                51% | 
                False | 
                False | 
                525,506 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            126-184 | 
         
        
            | 
2.618             | 
            126-091 | 
         
        
            | 
1.618             | 
            126-033 | 
         
        
            | 
1.000             | 
            125-318 | 
         
        
            | 
0.618             | 
            125-296 | 
         
        
            | 
HIGH             | 
            125-260 | 
         
        
            | 
0.618             | 
            125-238 | 
         
        
            | 
0.500             | 
            125-231 | 
         
        
            | 
0.382             | 
            125-224 | 
         
        
            | 
LOW             | 
            125-202 | 
         
        
            | 
0.618             | 
            125-167 | 
         
        
            | 
1.000             | 
            125-145 | 
         
        
            | 
1.618             | 
            125-109 | 
         
        
            | 
2.618             | 
            125-052 | 
         
        
            | 
4.250             | 
            124-278 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Dec-2020 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                125-244 | 
                                125-236 | 
                             
                            
                                | PP | 
                                125-238 | 
                                125-222 | 
                             
                            
                                | S1 | 
                                125-231 | 
                                125-208 | 
                             
             
         |