ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 09-Dec-2020

Day Change Summary
	Previous	Current
	08-Dec-2020	09-Dec-2020	Change	Change %	Previous Week
Open	125-292	125-280	-0-012	0.0%	125-315
High	125-318	125-282	-0-035	-0.1%	126-018
Low	125-272	125-245	-0-028	-0.1%	125-205
Close	125-290	125-260	-0-030	-0.1%	125-235
Range	0-045	0-038	-0-008	-16.7%	0-132
ATR	0-056	0-055	-0-001	-1.4%	0-000
Volume	596,425	607,259	10,834	1.8%	4,581,070

Daily Pivots for day following 09-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-055	126-035	125-281
R3	126-018	125-318	125-270
R2	125-300	125-300	125-267
R1	125-280	125-280	125-263	125-271
PP	125-262	125-262	125-262	125-258
S1	125-242	125-242	125-257	125-234
S2	125-225	125-225	125-253
S3	125-188	125-205	125-250
S4	125-150	125-168	125-239

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	125-318	125-215	0-102	0.3%	0-054	0.1%	44%	False	False	646,995
10	126-018	125-205	0-132	0.3%	0-058	0.1%	42%	False	False	793,302
20	126-018	125-135	0-202	0.5%	0-050	0.1%	62%	False	False	633,647

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-012
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	126-122
2.618	126-061
1.618	126-023
1.000	126-000
0.618	125-306
HIGH	125-282
0.618	125-268
0.500	125-264
0.382	125-259
LOW	125-245
0.618	125-222
1.000	125-208
1.618	125-184
2.618	125-147
4.250	125-086

Fisher Pivots for day following 09-Dec-2020
Pivot	1 day	3 day
R1	125-264	125-274
PP	125-262	125-269
S1	125-261	125-265

Download as Excel Spreadsheet

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

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