ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 17-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
125-238 |
125-230 |
-0-008 |
0.0% |
125-158 |
| High |
125-248 |
125-258 |
0-010 |
0.0% |
125-260 |
| Low |
125-205 |
125-210 |
0-005 |
0.0% |
125-150 |
| Close |
125-238 |
125-225 |
-0-012 |
0.0% |
125-250 |
| Range |
0-042 |
0-048 |
0-005 |
11.8% |
0-110 |
| ATR |
0-048 |
0-048 |
0-000 |
0.0% |
0-000 |
| Volume |
1,591 |
1,035 |
-556 |
-34.9% |
26,712 |
|
| Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-053 |
126-027 |
125-251 |
|
| R3 |
126-006 |
125-299 |
125-238 |
|
| R2 |
125-278 |
125-278 |
125-234 |
|
| R1 |
125-252 |
125-252 |
125-229 |
125-241 |
| PP |
125-231 |
125-231 |
125-231 |
125-226 |
| S1 |
125-204 |
125-204 |
125-221 |
125-194 |
| S2 |
125-183 |
125-183 |
125-216 |
|
| S3 |
125-136 |
125-157 |
125-212 |
|
| S4 |
125-088 |
125-109 |
125-199 |
|
|
| 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 |
125-202 |
0-058 |
0.1% |
0-044 |
0.1% |
39% |
False |
False |
3,524 |
| 10 |
125-260 |
125-132 |
0-128 |
0.3% |
0-041 |
0.1% |
73% |
False |
False |
6,719 |
| 20 |
125-260 |
125-118 |
0-142 |
0.4% |
0-042 |
0.1% |
75% |
False |
False |
422,324 |
| 40 |
125-295 |
125-048 |
0-248 |
0.6% |
0-053 |
0.1% |
72% |
False |
False |
606,094 |
| 60 |
126-048 |
125-048 |
1-000 |
0.8% |
0-050 |
0.1% |
55% |
False |
False |
589,332 |
| 80 |
126-065 |
125-048 |
1-018 |
0.8% |
0-050 |
0.1% |
53% |
False |
False |
616,891 |
| 100 |
126-125 |
125-048 |
1-078 |
1.0% |
0-050 |
0.1% |
45% |
False |
False |
525,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-139 |
|
2.618 |
126-062 |
|
1.618 |
126-014 |
|
1.000 |
125-305 |
|
0.618 |
125-287 |
|
HIGH |
125-258 |
|
0.618 |
125-239 |
|
0.500 |
125-234 |
|
0.382 |
125-228 |
|
LOW |
125-210 |
|
0.618 |
125-181 |
|
1.000 |
125-162 |
|
1.618 |
125-133 |
|
2.618 |
125-086 |
|
4.250 |
125-008 |
|
|
| Fisher Pivots for day following 17-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-234 |
125-231 |
| PP |
125-231 |
125-229 |
| S1 |
125-228 |
125-227 |
|