ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 14-Dec-2020

Day Change Summary
	Previous	Current
	11-Dec-2020	14-Dec-2020	Change	Change %	Previous Week
Open	125-205	125-228	0-022	0.1%	125-158
High	125-260	125-252	-0-008	0.0%	125-260
Low	125-202	125-208	0-005	0.0%	125-150
Close	125-250	125-250	0-000	0.0%	125-250
Range	0-058	0-045	-0-012	-21.7%	0-110
ATR	0-050	0-050	0-000	-0.7%	0-000
Volume	3,110	8,169	5,059	162.7%	26,712

Daily Pivots for day following 14-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-052	126-036	125-275
R3	126-007	125-311	125-262
R2	125-282	125-282	125-258
R1	125-266	125-266	125-254	125-274
PP	125-237	125-237	125-237	125-241
S1	125-221	125-221	125-246	125-229
S2	125-192	125-192	125-242
S3	125-147	125-176	125-238
S4	125-102	125-131	125-225

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	125-155	0-105	0.3%	0-039	0.1%	90%	False	False	6,084
10	125-260	125-118	0-142	0.4%	0-049	0.1%	93%	False	False	22,672
20	125-260	125-118	0-142	0.4%	0-043	0.1%	93%	False	False	529,941
40	125-295	125-048	0-248	0.6%	0-053	0.1%	82%	False	False	651,175
60	126-048	125-048	1-000	0.8%	0-050	0.1%	63%	False	False	613,484
80	126-065	125-048	1-018	0.8%	0-051	0.1%	60%	False	False	652,553
100	126-125	125-048	1-078	1.0%	0-050	0.1%	51%	False	False	525,543

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-124
2.618	126-050
1.618	126-005
1.000	125-298
0.618	125-280
HIGH	125-252
0.618	125-235
0.500	125-230
0.382	125-225
LOW	125-208
0.618	125-180
1.000	125-162
1.618	125-135
2.618	125-090
4.250	125-016

Fisher Pivots for day following 14-Dec-2020
Pivot	1 day	3 day
R1	125-243	125-239
PP	125-237	125-228
S1	125-230	125-218

Download as Excel Spreadsheet

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

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