ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 07-Dec-2020

Day Change Summary
	Previous	Current
	04-Dec-2020	07-Dec-2020	Change	Change %	Previous Week
Open	125-280	125-240	-0-040	-0.1%	125-315
High	125-288	125-292	0-005	0.0%	126-018
Low	125-215	125-230	0-015	0.0%	125-205
Close	125-235	125-288	0-052	0.1%	125-235
Range	0-072	0-062	-0-010	-13.8%	0-132
ATR	0-056	0-057	0-000	0.8%	0-000
Volume	728,963	580,566	-148,397	-20.4%	4,581,070

Daily Pivots for day following 07-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-138	126-115	126-002
R3	126-075	126-052	125-305
R2	126-012	126-012	125-299
R1	125-310	125-310	125-293	126-001
PP	125-270	125-270	125-270	125-276
S1	125-248	125-248	125-282	125-259
S2	125-208	125-208	125-276
S3	125-145	125-185	125-270
S4	125-082	125-122	125-253

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	127-017	126-258	125-308
R3	126-204	126-126	125-271
R2	126-072	126-072	125-259
R1	125-313	125-313	125-247	125-286
PP	125-259	125-259	125-259	125-246
S1	125-181	125-181	125-223	125-154
S2	125-127	125-127	125-211
S3	124-314	125-048	125-199
S4	124-182	124-236	125-162

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-015	125-205	0-130	0.3%	0-073	0.2%	63%	False	False	827,517
10	126-018	125-205	0-132	0.3%	0-055	0.1%	62%	False	False	1,039,571
20	126-025	125-135	0-210	0.5%	0-058	0.1%	73%	False	False	574,570

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	126-238
2.618	126-136
1.618	126-074
1.000	126-035
0.618	126-011
HIGH	125-292
0.618	125-269
0.500	125-261
0.382	125-254
LOW	125-230
0.618	125-191
1.000	125-168
1.618	125-129
2.618	125-066
4.250	124-284

Fisher Pivots for day following 07-Dec-2020
Pivot	1 day	3 day
R1	125-279	125-276
PP	125-270	125-265
S1	125-261	125-254

Download as Excel Spreadsheet

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

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