ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 15-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
125-228 |
125-248 |
0-020 |
0.0% |
125-158 |
| High |
125-252 |
125-252 |
0-000 |
0.0% |
125-260 |
| Low |
125-208 |
125-225 |
0-018 |
0.0% |
125-150 |
| Close |
125-250 |
125-228 |
-0-022 |
-0.1% |
125-250 |
| Range |
0-045 |
0-028 |
-0-018 |
-38.9% |
0-110 |
| ATR |
0-050 |
0-048 |
-0-002 |
-3.2% |
0-000 |
| Volume |
8,169 |
3,715 |
-4,454 |
-54.5% |
26,712 |
|
| Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-318 |
125-300 |
125-243 |
|
| R3 |
125-290 |
125-272 |
125-235 |
|
| R2 |
125-262 |
125-262 |
125-233 |
|
| R1 |
125-245 |
125-245 |
125-230 |
125-240 |
| PP |
125-235 |
125-235 |
125-235 |
125-232 |
| S1 |
125-218 |
125-218 |
125-225 |
125-212 |
| S2 |
125-208 |
125-208 |
125-222 |
|
| S3 |
125-180 |
125-190 |
125-220 |
|
| S4 |
125-152 |
125-162 |
125-212 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-230 |
126-190 |
125-310 |
|
| R3 |
126-120 |
126-080 |
125-280 |
|
| R2 |
126-010 |
126-010 |
125-270 |
|
| R1 |
125-290 |
125-290 |
125-260 |
125-310 |
| PP |
125-220 |
125-220 |
125-220 |
125-230 |
| S1 |
125-180 |
125-180 |
125-240 |
125-200 |
| S2 |
125-110 |
125-110 |
125-230 |
|
| S3 |
125-000 |
125-070 |
125-220 |
|
| S4 |
124-210 |
124-280 |
125-190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-260 |
125-155 |
0-105 |
0.3% |
0-037 |
0.1% |
69% |
False |
False |
5,825 |
| 10 |
125-260 |
125-118 |
0-142 |
0.4% |
0-040 |
0.1% |
77% |
False |
False |
13,035 |
| 20 |
125-260 |
125-118 |
0-142 |
0.4% |
0-042 |
0.1% |
77% |
False |
False |
496,062 |
| 40 |
125-295 |
125-048 |
0-248 |
0.6% |
0-053 |
0.1% |
73% |
False |
False |
636,865 |
| 60 |
126-048 |
125-048 |
1-000 |
0.8% |
0-049 |
0.1% |
56% |
False |
False |
605,943 |
| 80 |
126-065 |
125-048 |
1-018 |
0.8% |
0-050 |
0.1% |
53% |
False |
False |
649,648 |
| 100 |
126-125 |
125-048 |
1-078 |
1.0% |
0-050 |
0.1% |
45% |
False |
False |
525,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-049 |
|
2.618 |
126-004 |
|
1.618 |
125-297 |
|
1.000 |
125-280 |
|
0.618 |
125-269 |
|
HIGH |
125-252 |
|
0.618 |
125-242 |
|
0.500 |
125-239 |
|
0.382 |
125-236 |
|
LOW |
125-225 |
|
0.618 |
125-208 |
|
1.000 |
125-198 |
|
1.618 |
125-181 |
|
2.618 |
125-153 |
|
4.250 |
125-108 |
|
|
| Fisher Pivots for day following 15-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-239 |
125-231 |
| PP |
125-235 |
125-230 |
| S1 |
125-231 |
125-229 |
|