ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 15-Dec-2020

Day Change Summary
	Previous	Current
	14-Dec-2020	15-Dec-2020	Change	Change %	Previous Week
Open	126-015	126-030	0-015	0.0%	125-240
High	126-035	126-035	0-000	0.0%	126-042
Low	125-300	126-000	0-020	0.0%	125-230
Close	126-030	126-005	-0-025	-0.1%	126-030
Range	0-055	0-035	-0-020	-36.4%	0-132
ATR	0-055	0-054	-0-001	-2.6%	0-000
Volume	534,132	543,750	9,618	1.8%	3,149,627

Daily Pivots for day following 15-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-118	126-097	126-024
R3	126-083	126-062	126-015
R2	126-048	126-048	126-011
R1	126-027	126-027	126-008	126-020
PP	126-013	126-013	126-013	126-010
S1	125-312	125-312	126-002	125-305
S2	125-298	125-298	125-319
S3	125-263	125-277	125-315
S4	125-228	125-242	125-306

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	125-245	0-118	0.3%	0-046	0.1%	68%	False	False	610,103
10	126-042	125-205	0-158	0.4%	0-052	0.1%	76%	False	False	650,040
20	126-042	125-205	0-158	0.4%	0-049	0.1%	76%	False	False	753,141
40	126-088	125-135	0-272	0.7%	0-055	0.1%	70%	False	False	378,915

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	0-011
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	126-184
2.618	126-127
1.618	126-092
1.000	126-070
0.618	126-057
HIGH	126-035
0.618	126-022
0.500	126-018
0.382	126-013
LOW	126-000
0.618	125-298
1.000	125-285
1.618	125-263
2.618	125-228
4.250	125-171

Fisher Pivots for day following 15-Dec-2020
Pivot	1 day	3 day
R1	126-018	126-010
PP	126-013	126-008
S1	126-009	126-007

Download as Excel Spreadsheet

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

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