ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 28-Dec-2020

Day Change Summary
	Previous	Current
	24-Dec-2020	28-Dec-2020	Change	Change %	Previous Week
Open	126-010	126-028	0-018	0.0%	125-312
High	126-028	126-035	0-008	0.0%	126-060
Low	126-002	125-310	-0-012	0.0%	125-305
Close	126-020	126-025	0-005	0.0%	126-020
Range	0-025	0-045	0-020	80.0%	0-075
ATR	0-051	0-050	0-000	-0.8%	0-000
Volume	194,669	506,628	311,959	160.3%	1,900,975

Daily Pivots for day following 28-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-152	126-133	126-050
R3	126-107	126-088	126-037
R2	126-062	126-062	126-033
R1	126-043	126-043	126-029	126-030
PP	126-017	126-017	126-017	126-010
S1	125-318	125-318	126-021	125-305
S2	125-292	125-292	126-017
S3	125-247	125-273	126-013
S4	125-202	125-228	126-000

Weekly Pivots for week ending 25-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-247	126-208	126-061
R3	126-172	126-133	126-041
R2	126-097	126-097	126-034
R1	126-058	126-058	126-027	126-078
PP	126-022	126-022	126-022	126-031
S1	125-303	125-303	126-013	126-002
S2	125-267	125-267	126-006
S3	125-192	125-228	125-319
S4	125-117	125-153	125-299

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%	0-046	0.1%	53%	False	False	481,520
10	126-060	125-295	0-085	0.2%	0-047	0.1%	59%	False	False	540,753
20	126-060	125-205	0-175	0.4%	0-053	0.1%	80%	False	False	656,911
40	126-088	125-135	0-272	0.7%	0-057	0.1%	77%	False	False	487,014

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	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-226
2.618	126-153
1.618	126-108
1.000	126-080
0.618	126-063
HIGH	126-035
0.618	126-018
0.500	126-012
0.382	126-007
LOW	125-310
0.618	125-282
1.000	125-265
1.618	125-237
2.618	125-192
4.250	125-119

Fisher Pivots for day following 28-Dec-2020
Pivot	1 day	3 day
R1	126-021	126-020
PP	126-017	126-016
S1	126-012	126-011

Download as Excel Spreadsheet

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

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