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 |
|
|
|
| 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 |
|