ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 29-Dec-2020

Day Change Summary
	Previous	Current
	28-Dec-2020	29-Dec-2020	Change	Change %	Previous Week
Open	126-028	126-035	0-008	0.0%	125-312
High	126-035	126-038	0-002	0.0%	126-060
Low	125-310	126-012	0-022	0.1%	125-305
Close	126-025	126-028	0-002	0.0%	126-020
Range	0-045	0-025	-0-020	-44.4%	0-075
ATR	0-050	0-049	-0-002	-3.6%	0-000
Volume	506,628	463,815	-42,813	-8.5%	1,900,975

Daily Pivots for day following 29-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-101	126-089	126-041
R3	126-076	126-064	126-034
R2	126-051	126-051	126-032
R1	126-039	126-039	126-030	126-032
PP	126-026	126-026	126-026	126-022
S1	126-014	126-014	126-025	126-008
S2	126-001	126-001	126-023
S3	125-296	125-309	126-021
S4	125-271	125-284	126-014

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	126-038	125-305	0-052	0.1%	0-036	0.1%	81%	True	False	439,596
10	126-060	125-295	0-085	0.2%	0-044	0.1%	62%	False	False	533,722
20	126-060	125-205	0-175	0.4%	0-052	0.1%	81%	False	False	628,900
40	126-088	125-135	0-272	0.7%	0-056	0.1%	78%	False	False	498,501

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-144
2.618	126-103
1.618	126-078
1.000	126-062
0.618	126-053
HIGH	126-038
0.618	126-028
0.500	126-025
0.382	126-022
LOW	126-012
0.618	125-317
1.000	125-308
1.618	125-292
2.618	125-267
4.250	125-226

Fisher Pivots for day following 29-Dec-2020
Pivot	1 day	3 day
R1	126-027	126-023
PP	126-026	126-018
S1	126-025	126-014

Download as Excel Spreadsheet

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

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