ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 21-Dec-2020

Day Change Summary
	Previous	Current
	18-Dec-2020	21-Dec-2020	Change	Change %	Previous Week
Open	125-318	125-312	-0-005	0.0%	126-015
High	126-020	126-060	0-040	0.1%	126-042
Low	125-310	125-305	-0-005	0.0%	125-295
Close	125-315	125-312	-0-002	0.0%	125-315
Range	0-030	0-075	0-045	150.0%	0-068
ATR	0-053	0-054	0-002	3.0%	0-000
Volume	489,211	673,435	184,224	37.7%	2,999,935

Daily Pivots for day following 21-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-238	126-190	126-034
R3	126-162	126-115	126-013
R2	126-088	126-088	126-006
R1	126-040	126-040	125-319	126-030
PP	126-012	126-012	126-012	126-008
S1	125-285	125-285	125-306	125-275
S2	125-258	125-258	125-299
S3	125-182	125-210	125-292
S4	125-108	125-135	125-271

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	126-060	125-295	0-085	0.2%	0-051	0.1%	21%	True	False	627,847
10	126-060	125-245	0-135	0.3%	0-050	0.1%	50%	True	False	624,243
20	126-060	125-205	0-175	0.4%	0-052	0.1%	61%	True	False	831,907
40	126-088	125-135	0-272	0.7%	0-056	0.1%	65%	False	False	443,728

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	127-059
2.618	126-256
1.618	126-181
1.000	126-135
0.618	126-106
HIGH	126-060
0.618	126-031
0.500	126-022
0.382	126-014
LOW	125-305
0.618	125-259
1.000	125-230
1.618	125-184
2.618	125-109
4.250	124-306

Fisher Pivots for day following 21-Dec-2020
Pivot	1 day	3 day
R1	126-022	126-020
PP	126-012	126-011
S1	126-002	126-002

Download as Excel Spreadsheet

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

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