ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 11-Dec-2020

Day Change Summary
	Previous	Current
	10-Dec-2020	11-Dec-2020	Change	Change %	Previous Week
Open	125-272	125-300	0-028	0.1%	125-240
High	125-310	126-042	0-052	0.1%	126-042
Low	125-270	125-298	0-028	0.1%	125-230
Close	125-305	126-030	0-045	0.1%	126-030
Range	0-040	0-065	0-025	62.5%	0-132
ATR	0-055	0-055	0-001	1.4%	0-000
Volume	626,094	739,283	113,189	18.1%	3,149,627

Daily Pivots for day following 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-212	126-186	126-066
R3	126-147	126-121	126-048
R2	126-082	126-082	126-042
R1	126-056	126-056	126-036	126-069
PP	126-017	126-017	126-017	126-023
S1	125-311	125-311	126-024	126-004
S2	125-272	125-272	126-018
S3	125-207	125-246	126-012
S4	125-142	125-181	125-314

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	127-072	127-023	126-103
R3	126-259	126-211	126-066
R2	126-127	126-127	126-054
R1	126-078	126-078	126-042	126-102
PP	125-314	125-314	125-314	126-006
S1	125-266	125-266	126-018	125-290
S2	125-182	125-182	126-006
S3	125-049	125-133	125-314
S4	124-237	125-001	125-277

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-042	125-230	0-132	0.3%	0-050	0.1%	91%	True	False	629,925
10	126-042	125-205	0-158	0.4%	0-059	0.1%	92%	True	False	773,069
20	126-042	125-205	0-158	0.4%	0-049	0.1%	92%	True	False	701,122
40	126-088	125-135	0-272	0.7%	0-054	0.1%	79%	False	False	351,989

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	126-319
2.618	126-213
1.618	126-148
1.000	126-108
0.618	126-083
HIGH	126-042
0.618	126-018
0.500	126-010
0.382	126-002
LOW	125-298
0.618	125-257
1.000	125-232
1.618	125-192
2.618	125-127
4.250	125-021

Fisher Pivots for day following 11-Dec-2020
Pivot	1 day	3 day
R1	126-023	126-015
PP	126-017	125-319
S1	126-010	125-304

Download as Excel Spreadsheet

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

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