ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 21-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
125-220 |
125-258 |
0-038 |
0.1% |
125-228 |
| High |
125-240 |
125-278 |
0-038 |
0.1% |
125-258 |
| Low |
125-220 |
125-215 |
-0-005 |
0.0% |
125-205 |
| Close |
125-222 |
125-218 |
-0-005 |
0.0% |
125-222 |
| Range |
0-020 |
0-062 |
0-042 |
212.5% |
0-052 |
| ATR |
0-046 |
0-047 |
0-001 |
2.6% |
0-000 |
| Volume |
13,362 |
1,443 |
-11,919 |
-89.2% |
27,872 |
|
| Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-104 |
126-063 |
125-252 |
|
| R3 |
126-042 |
126-001 |
125-235 |
|
| R2 |
125-299 |
125-299 |
125-229 |
|
| R1 |
125-258 |
125-258 |
125-223 |
125-248 |
| PP |
125-237 |
125-237 |
125-237 |
125-231 |
| S1 |
125-196 |
125-196 |
125-212 |
125-185 |
| S2 |
125-174 |
125-174 |
125-206 |
|
| S3 |
125-112 |
125-133 |
125-200 |
|
| S4 |
125-049 |
125-071 |
125-183 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-066 |
126-037 |
125-251 |
|
| R3 |
126-013 |
125-304 |
125-237 |
|
| R2 |
125-281 |
125-281 |
125-232 |
|
| R1 |
125-252 |
125-252 |
125-227 |
125-240 |
| PP |
125-228 |
125-228 |
125-228 |
125-222 |
| S1 |
125-199 |
125-199 |
125-218 |
125-188 |
| S2 |
125-176 |
125-176 |
125-213 |
|
| S3 |
125-123 |
125-147 |
125-208 |
|
| S4 |
125-071 |
125-094 |
125-194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-278 |
125-205 |
0-072 |
0.2% |
0-040 |
0.1% |
17% |
True |
False |
4,229 |
| 10 |
125-278 |
125-155 |
0-122 |
0.3% |
0-040 |
0.1% |
51% |
True |
False |
5,156 |
| 20 |
125-278 |
125-118 |
0-160 |
0.4% |
0-043 |
0.1% |
63% |
True |
False |
330,142 |
| 40 |
125-295 |
125-048 |
0-248 |
0.6% |
0-053 |
0.1% |
69% |
False |
False |
574,182 |
| 60 |
126-048 |
125-048 |
1-000 |
0.8% |
0-050 |
0.1% |
53% |
False |
False |
573,602 |
| 80 |
126-065 |
125-048 |
1-018 |
0.8% |
0-050 |
0.1% |
50% |
False |
False |
575,017 |
| 100 |
126-125 |
125-048 |
1-078 |
1.0% |
0-050 |
0.1% |
43% |
False |
False |
525,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-223 |
|
2.618 |
126-121 |
|
1.618 |
126-059 |
|
1.000 |
126-020 |
|
0.618 |
125-316 |
|
HIGH |
125-278 |
|
0.618 |
125-254 |
|
0.500 |
125-246 |
|
0.382 |
125-239 |
|
LOW |
125-215 |
|
0.618 |
125-176 |
|
1.000 |
125-152 |
|
1.618 |
125-114 |
|
2.618 |
125-051 |
|
4.250 |
124-269 |
|
|
| Fisher Pivots for day following 21-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-246 |
125-244 |
| PP |
125-237 |
125-235 |
| S1 |
125-227 |
125-226 |
|