ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 18-Dec-2020

Day Change Summary
	Previous	Current
	17-Dec-2020	18-Dec-2020	Change	Change %	Previous Week
Open	126-018	125-318	-0-020	0.0%	126-015
High	126-042	126-020	-0-022	-0.1%	126-042
Low	125-300	125-310	0-010	0.0%	125-295
Close	126-000	125-315	-0-005	0.0%	125-315
Range	0-062	0-030	-0-032	-52.0%	0-068
ATR	0-054	0-053	-0-002	-3.2%	0-000
Volume	739,903	489,211	-250,692	-33.9%	2,999,935

Daily Pivots for day following 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-092	126-073	126-012
R3	126-062	126-043	126-003
R2	126-032	126-032	126-000
R1	126-013	126-013	125-318	126-008
PP	126-002	126-002	126-002	125-319
S1	125-303	125-303	125-312	125-298
S2	125-292	125-292	125-310
S3	125-262	125-273	125-307
S4	125-232	125-243	125-298

Weekly Pivots for week ending 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-207	126-168	126-032
R3	126-139	126-101	126-014
R2	126-072	126-072	126-007
R1	126-033	126-033	126-001	126-019
PP	126-004	126-004	126-004	125-317
S1	125-286	125-286	125-309	125-271
S2	125-257	125-257	125-303
S3	125-189	125-218	125-296
S4	125-122	125-151	125-278

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%	0-047	0.1%	30%	False	False	599,987
10	126-042	125-230	0-132	0.3%	0-048	0.1%	64%	False	False	614,956
20	126-042	125-205	0-158	0.4%	0-050	0.1%	70%	False	False	823,922
40	126-088	125-135	0-272	0.7%	0-055	0.1%	66%	False	False	426,898

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	126-148
2.618	126-099
1.618	126-069
1.000	126-050
0.618	126-039
HIGH	126-020
0.618	126-009
0.500	126-005
0.382	126-001
LOW	125-310
0.618	125-291
1.000	125-280
1.618	125-261
2.618	125-231
4.250	125-182

Fisher Pivots for day following 18-Dec-2020
Pivot	1 day	3 day
R1	126-005	126-009
PP	126-002	126-004
S1	125-318	126-000

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

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