ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 24-Dec-2020

Day Change Summary
	Previous	Current
	23-Dec-2020	24-Dec-2020	Change	Change %	Previous Week
Open	126-022	126-010	-0-012	0.0%	126-015
High	126-038	126-028	-0-010	0.0%	126-042
Low	125-305	126-002	0-018	0.0%	125-295
Close	126-008	126-020	0-012	0.0%	125-315
Range	0-052	0-025	-0-028	-52.4%	0-068
ATR	0-053	0-051	-0-002	-3.8%	0-000
Volume	589,560	194,669	-394,891	-67.0%	2,999,935

Daily Pivots for day following 24-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-092	126-081	126-034
R3	126-067	126-056	126-027
R2	126-042	126-042	126-025
R1	126-031	126-031	126-022	126-036
PP	126-017	126-017	126-017	126-019
S1	126-006	126-006	126-018	126-011
S2	125-312	125-312	126-015
S3	125-287	125-301	126-013
S4	125-262	125-276	126-006

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	125-305	0-075	0.2%	0-044	0.1%	47%	False	False	478,037
10	126-060	125-295	0-085	0.2%	0-049	0.1%	53%	False	False	564,019
20	126-060	125-205	0-175	0.4%	0-053	0.1%	77%	False	False	652,355
40	126-088	125-135	0-272	0.7%	0-057	0.1%	75%	False	False	474,374

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	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-010
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	126-134
2.618	126-093
1.618	126-068
1.000	126-052
0.618	126-043
HIGH	126-028
0.618	126-018
0.500	126-015
0.382	126-012
LOW	126-002
0.618	125-307
1.000	125-298
1.618	125-282
2.618	125-257
4.250	125-216

Fisher Pivots for day following 24-Dec-2020
Pivot	1 day	3 day
R1	126-018	126-017
PP	126-017	126-014
S1	126-015	126-011

Download as Excel Spreadsheet

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

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