ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 03-Dec-2020

Day Change Summary
	Previous	Current
	02-Dec-2020	03-Dec-2020	Change	Change %	Previous Week
Open	125-230	125-242	0-012	0.0%	125-300
High	125-255	125-282	0-028	0.1%	126-000
Low	125-205	125-230	0-025	0.1%	125-262
Close	125-230	125-262	0-032	0.1%	126-000
Range	0-050	0-052	0-002	5.0%	0-058
ATR	0-055	0-055	0-000	-0.3%	0-000
Volume	822,166	721,765	-100,401	-12.2%	5,234,074

Daily Pivots for day following 03-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-096	126-072	125-291
R3	126-043	126-019	125-277
R2	125-311	125-311	125-272
R1	125-287	125-287	125-267	125-299
PP	125-258	125-258	125-258	125-264
S1	125-234	125-234	125-258	125-246
S2	125-206	125-206	125-253
S3	125-153	125-182	125-248
S4	125-101	125-129	125-234

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%	0-062	0.2%	43%	False	False	853,522
10	126-018	125-205	0-132	0.3%	0-048	0.1%	43%	False	False	996,173
20	126-088	125-135	0-272	0.7%	0-059	0.1%	47%	False	False	509,290

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

Fibonacci Retracements and Extensions
4.250	126-186
2.618	126-100
1.618	126-047
1.000	126-015
0.618	125-315
HIGH	125-282
0.618	125-262
0.500	125-256
0.382	125-250
LOW	125-230
0.618	125-198
1.000	125-178
1.618	125-145
2.618	125-093
4.250	125-007

Fisher Pivots for day following 03-Dec-2020
Pivot	1 day	3 day
R1	125-260	125-270
PP	125-258	125-268
S1	125-256	125-265

Download as Excel Spreadsheet

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

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