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 |
|
|
|
| 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 |
|