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

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Widest range in 4 trading days

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

Download as Excel Spreadsheet

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

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