ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 22-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
125-312 |
125-312 |
0-000 |
0.0% |
126-015 |
| High |
126-060 |
126-025 |
-0-035 |
-0.1% |
126-042 |
| Low |
125-305 |
125-310 |
0-005 |
0.0% |
125-295 |
| Close |
125-312 |
126-020 |
0-028 |
0.1% |
125-315 |
| Range |
0-075 |
0-035 |
-0-040 |
-53.3% |
0-068 |
| ATR |
0-054 |
0-053 |
-0-001 |
-2.5% |
0-000 |
| Volume |
673,435 |
443,311 |
-230,124 |
-34.2% |
2,999,935 |
|
| Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-117 |
126-103 |
126-039 |
|
| R3 |
126-082 |
126-068 |
126-030 |
|
| R2 |
126-047 |
126-047 |
126-026 |
|
| R1 |
126-033 |
126-033 |
126-023 |
126-040 |
| PP |
126-012 |
126-012 |
126-012 |
126-015 |
| S1 |
125-318 |
125-318 |
126-017 |
126-005 |
| S2 |
125-297 |
125-297 |
126-014 |
|
| S3 |
125-262 |
125-283 |
126-010 |
|
| S4 |
125-227 |
125-248 |
126-001 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-174 |
|
2.618 |
126-117 |
|
1.618 |
126-082 |
|
1.000 |
126-060 |
|
0.618 |
126-047 |
|
HIGH |
126-025 |
|
0.618 |
126-012 |
|
0.500 |
126-008 |
|
0.382 |
126-003 |
|
LOW |
125-310 |
|
0.618 |
125-288 |
|
1.000 |
125-275 |
|
1.618 |
125-253 |
|
2.618 |
125-218 |
|
4.250 |
125-161 |
|
|
| Fisher Pivots for day following 22-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
126-016 |
126-022 |
| PP |
126-012 |
126-022 |
| S1 |
126-008 |
126-021 |
|