ECBOT 5 Year T-Note Future December 2020

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	125-240	125-245	0-005	0.0%	125-228
High	125-258	125-252	-0-005	0.0%	125-258
Low	125-212	125-232	0-020	0.0%	125-205
Close	125-235	125-245	0-010	0.0%	125-222
Range	0-045	0-020	-0-025	-55.6%	0-052
ATR	0-046	0-044	-0-002	-4.0%	0-000
Volume	368	74	-294	-79.9%	27,872

Daily Pivots for day following 24-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	125-303	125-294	125-256
R3	125-283	125-274	125-250
R2	125-263	125-263	125-249
R1	125-254	125-254	125-247	125-255
PP	125-243	125-243	125-243	125-244
S1	125-234	125-234	125-243	125-235
S2	125-223	125-223	125-241
S3	125-203	125-214	125-240
S4	125-183	125-194	125-234

Weekly Pivots for week ending 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-066	126-037	125-251
R3	126-013	125-304	125-237
R2	125-281	125-281	125-232
R1	125-252	125-252	125-227	125-240
PP	125-228	125-228	125-228	125-222
S1	125-199	125-199	125-218	125-188
S2	125-176	125-176	125-213
S3	125-123	125-147	125-208
S4	125-071	125-094	125-194

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-278	125-212	0-065	0.2%	0-030	0.1%	50%	False	False	4,711
10	125-278	125-202	0-075	0.2%	0-037	0.1%	57%	False	False	4,117
20	125-278	125-118	0-160	0.4%	0-041	0.1%	80%	False	False	35,589
40	125-295	125-048	0-248	0.6%	0-051	0.1%	80%	False	False	528,945
60	126-035	125-048	0-308	0.8%	0-050	0.1%	64%	False	False	544,160
80	126-065	125-048	1-018	0.8%	0-048	0.1%	59%	False	False	541,914
100	126-122	125-048	1-075	1.0%	0-050	0.1%	50%	False	False	525,657
120	126-125	125-048	1-078	1.0%	0-048	0.1%	50%	False	False	438,331

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

Fibonacci Retracements and Extensions
4.250	126-018
2.618	125-305
1.618	125-285
1.000	125-272
0.618	125-265
HIGH	125-252
0.618	125-245
0.500	125-242
0.382	125-240
LOW	125-232
0.618	125-220
1.000	125-212
1.618	125-200
2.618	125-180
4.250	125-148

Fisher Pivots for day following 24-Dec-2020
Pivot	1 day	3 day
R1	125-244	125-242
PP	125-243	125-238
S1	125-242	125-235

Download as Excel Spreadsheet

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

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