ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 22-Dec-2020

Day Change Summary
	Previous	Current
	21-Dec-2020	22-Dec-2020	Change	Change %	Previous Week
Open	125-258	125-245	-0-012	0.0%	125-228
High	125-278	125-248	-0-030	-0.1%	125-258
Low	125-215	125-245	0-030	0.1%	125-205
Close	125-218	125-245	0-028	0.1%	125-222
Range	0-062	0-002	-0-060	-96.0%	0-052
ATR	0-047	0-046	-0-001	-2.6%	0-000
Volume	1,443	8,309	6,866	475.8%	27,872

Daily Pivots for day following 22-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	125-253	125-252	125-246
R3	125-251	125-249	125-246
R2	125-248	125-248	125-245
R1	125-247	125-247	125-245	125-246
PP	125-246	125-246	125-246	125-246
S1	125-244	125-244	125-245	125-244
S2	125-243	125-243	125-245
S3	125-241	125-242	125-244
S4	125-238	125-239	125-244

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%	0-035	0.1%	55%	False	False	5,148
10	125-278	125-155	0-122	0.3%	0-036	0.1%	73%	False	False	5,486
20	125-278	125-118	0-160	0.4%	0-041	0.1%	80%	False	False	205,650
40	125-295	125-048	0-248	0.6%	0-051	0.1%	80%	False	False	562,532
60	126-048	125-048	1-000	0.8%	0-050	0.1%	62%	False	False	566,980
80	126-065	125-048	1-018	0.8%	0-048	0.1%	59%	False	False	562,544
100	126-125	125-048	1-078	1.0%	0-050	0.1%	50%	False	False	525,685

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-009
Narrowest range in 117 trading days

Fibonacci Retracements and Extensions
4.250	125-258
2.618	125-254
1.618	125-252
1.000	125-250
0.618	125-249
HIGH	125-248
0.618	125-247
0.500	125-246
0.382	125-246
LOW	125-245
0.618	125-243
1.000	125-242
1.618	125-241
2.618	125-238
4.250	125-234

Fisher Pivots for day following 22-Dec-2020
Pivot	1 day	3 day
R1	125-246	125-246
PP	125-246	125-246
S1	125-245	125-245

Download as Excel Spreadsheet

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

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