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

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%	53%	False	False	607,759
10	126-060	125-245	0-135	0.3%	0-049	0.1%	70%	False	False	608,931
20	126-060	125-205	0-175	0.4%	0-052	0.1%	77%	False	False	757,133
40	126-088	125-135	0-272	0.7%	0-057	0.1%	75%	False	False	454,795

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-008
Narrowest range in 2 trading days

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

Download as Excel Spreadsheet

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

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