ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 02-Dec-2020

Day Change Summary
	Previous	Current
	01-Dec-2020	02-Dec-2020	Change	Change %	Previous Week
Open	126-008	125-230	-0-098	-0.2%	125-300
High	126-015	125-255	-0-080	-0.2%	126-000
Low	125-208	125-205	-0-002	0.0%	125-262
Close	125-218	125-230	0-012	0.0%	126-000
Range	0-128	0-050	-0-078	-60.8%	0-058
ATR	0-055	0-055	0-000	-0.7%	0-000
Volume	1,284,126	822,166	-461,960	-36.0%	5,234,074

Daily Pivots for day following 02-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-060	126-035	125-258
R3	126-010	125-305	125-244
R2	125-280	125-280	125-239
R1	125-255	125-255	125-235	125-255
PP	125-230	125-230	125-230	125-230
S1	125-205	125-205	125-225	125-205
S2	125-180	125-180	125-221
S3	125-130	125-155	125-216
S4	125-080	125-105	125-202

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-153	126-134	126-032
R3	126-096	126-077	126-016
R2	126-038	126-038	126-011
R1	126-019	126-019	126-005	126-029
PP	125-301	125-301	125-301	125-306
S1	125-282	125-282	125-315	125-291
S2	125-243	125-243	125-309
S3	125-186	125-224	125-304
S4	125-128	125-167	125-288

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-018	125-205	0-132	0.3%	0-061	0.2%	19%	False	True	939,609
10	126-018	125-205	0-132	0.3%	0-047	0.1%	19%	False	True	936,979
20	126-088	125-135	0-272	0.7%	0-065	0.2%	35%	False	False	473,304

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-148
2.618	126-066
1.618	126-016
1.000	125-305
0.618	125-286
HIGH	125-255
0.618	125-236
0.500	125-230
0.382	125-224
LOW	125-205
0.618	125-174
1.000	125-155
1.618	125-124
2.618	125-074
4.250	124-312

Fisher Pivots for day following 02-Dec-2020
Pivot	1 day	3 day
R1	125-230	125-271
PP	125-230	125-258
S1	125-230	125-244

Download as Excel Spreadsheet

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

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