ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 30-Dec-2020

Day Change Summary
	Previous	Current
	29-Dec-2020	30-Dec-2020	Change	Change %	Previous Week
Open	126-035	126-022	-0-012	0.0%	125-312
High	126-038	126-042	0-005	0.0%	126-060
Low	126-012	126-005	-0-008	0.0%	125-305
Close	126-028	126-038	0-010	0.0%	126-020
Range	0-025	0-038	0-012	50.0%	0-075
ATR	0-049	0-048	-0-001	-1.6%	0-000
Volume	463,815	429,537	-34,278	-7.4%	1,900,975

Daily Pivots for day following 30-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-141	126-127	126-058
R3	126-103	126-089	126-048
R2	126-066	126-066	126-044
R1	126-052	126-052	126-041	126-059
PP	126-028	126-028	126-028	126-032
S1	126-014	126-014	126-034	126-021
S2	125-311	125-311	126-031
S3	125-273	125-297	126-027
S4	125-236	125-259	126-017

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	126-042	125-305	0-058	0.1%	0-037	0.1%	91%	True	False	436,841
10	126-060	125-295	0-085	0.2%	0-044	0.1%	74%	False	False	522,300
20	126-060	125-205	0-175	0.4%	0-048	0.1%	87%	False	False	586,170
40	126-088	125-135	0-272	0.7%	0-056	0.1%	82%	False	False	509,194

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	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	126-202
2.618	126-141
1.618	126-103
1.000	126-080
0.618	126-066
HIGH	126-042
0.618	126-028
0.500	126-024
0.382	126-019
LOW	126-005
0.618	125-302
1.000	125-288
1.618	125-264
2.618	125-227
4.250	125-166

Fisher Pivots for day following 30-Dec-2020
Pivot	1 day	3 day
R1	126-033	126-030
PP	126-028	126-023
S1	126-024	126-016

Download as Excel Spreadsheet

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

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