ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 17-Dec-2020

Day Change Summary
	Previous	Current
	16-Dec-2020	17-Dec-2020	Change	Change %	Previous Week
Open	126-018	126-018	0-000	0.0%	125-240
High	126-028	126-042	0-015	0.0%	126-042
Low	125-295	125-300	0-005	0.0%	125-230
Close	126-012	126-000	-0-012	0.0%	126-030
Range	0-052	0-062	0-010	19.0%	0-132
ATR	0-054	0-054	0-001	1.2%	0-000
Volume	692,939	739,903	46,964	6.8%	3,149,627

Daily Pivots for day following 17-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-195	126-160	126-034
R3	126-132	126-098	126-017
R2	126-070	126-070	126-011
R1	126-035	126-035	126-006	126-021
PP	126-008	126-008	126-008	126-001
S1	125-292	125-292	125-314	125-279
S2	125-265	125-265	125-309
S3	125-202	125-230	125-303
S4	125-140	125-168	125-286

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	125-295	0-068	0.2%	0-054	0.1%	37%	True	False	650,001
10	126-042	125-215	0-148	0.4%	0-053	0.1%	71%	True	False	638,931
20	126-042	125-205	0-158	0.4%	0-050	0.1%	73%	True	False	817,552
40	126-088	125-135	0-272	0.7%	0-056	0.1%	68%	False	False	414,706

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

Fibonacci Retracements and Extensions
4.250	126-308
2.618	126-206
1.618	126-144
1.000	126-105
0.618	126-081
HIGH	126-042
0.618	126-019
0.500	126-011
0.382	126-004
LOW	125-300
0.618	125-261
1.000	125-238
1.618	125-199
2.618	125-136
4.250	125-034

Fisher Pivots for day following 17-Dec-2020
Pivot	1 day	3 day
R1	126-011	126-009
PP	126-008	126-006
S1	126-004	126-003

Download as Excel Spreadsheet

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

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