ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 23-Dec-2020

Day Change Summary
	Previous	Current
	22-Dec-2020	23-Dec-2020	Change	Change %	Previous Week
Open	125-312	126-022	0-030	0.1%	126-015
High	126-025	126-038	0-012	0.0%	126-042
Low	125-310	125-305	-0-005	0.0%	125-295
Close	126-020	126-008	-0-012	0.0%	125-315
Range	0-035	0-052	0-018	50.0%	0-068
ATR	0-053	0-053	0-000	-0.1%	0-000
Volume	443,311	589,560	146,249	33.0%	2,999,935

Daily Pivots for day following 23-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-168	126-140	126-036
R3	126-115	126-088	126-022
R2	126-062	126-062	126-017
R1	126-035	126-035	126-012	126-022
PP	126-010	126-010	126-010	126-004
S1	125-302	125-302	126-003	125-290
S2	125-278	125-278	125-318
S3	125-225	125-250	125-313
S4	125-172	125-198	125-299

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	125-300	0-080	0.2%	0-051	0.1%	34%	False	False	587,084
10	126-060	125-270	0-110	0.3%	0-050	0.1%	52%	False	False	607,161
20	126-060	125-205	0-175	0.4%	0-054	0.1%	70%	False	False	700,232
40	126-088	125-135	0-272	0.7%	0-057	0.1%	71%	False	False	469,515

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

Fibonacci Retracements and Extensions
4.250	126-261
2.618	126-175
1.618	126-122
1.000	126-090
0.618	126-070
HIGH	126-038
0.618	126-017
0.500	126-011
0.382	126-005
LOW	125-305
0.618	125-273
1.000	125-252
1.618	125-220
2.618	125-168
4.250	125-082

Fisher Pivots for day following 23-Dec-2020
Pivot	1 day	3 day
R1	126-011	126-022
PP	126-010	126-018
S1	126-009	126-012

Download as Excel Spreadsheet

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

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