ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 18-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2020 |
18-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
125-230 |
125-220 |
-0-010 |
0.0% |
125-228 |
| High |
125-258 |
125-240 |
-0-018 |
0.0% |
125-258 |
| Low |
125-210 |
125-220 |
0-010 |
0.0% |
125-205 |
| Close |
125-225 |
125-222 |
-0-002 |
0.0% |
125-222 |
| Range |
0-048 |
0-020 |
-0-028 |
-57.9% |
0-052 |
| ATR |
0-048 |
0-046 |
-0-002 |
-4.1% |
0-000 |
| Volume |
1,035 |
13,362 |
12,327 |
1,191.0% |
27,872 |
|
| Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-288 |
125-275 |
125-234 |
|
| R3 |
125-268 |
125-255 |
125-228 |
|
| R2 |
125-248 |
125-248 |
125-226 |
|
| R1 |
125-235 |
125-235 |
125-224 |
125-241 |
| PP |
125-228 |
125-228 |
125-228 |
125-231 |
| S1 |
125-215 |
125-215 |
125-221 |
125-221 |
| S2 |
125-208 |
125-208 |
125-219 |
|
| S3 |
125-188 |
125-195 |
125-217 |
|
| S4 |
125-168 |
125-175 |
125-212 |
|
|
| 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 |
125-258 |
125-205 |
0-052 |
0.1% |
0-036 |
0.1% |
33% |
False |
False |
5,574 |
| 10 |
125-260 |
125-150 |
0-110 |
0.3% |
0-038 |
0.1% |
66% |
False |
False |
5,458 |
| 20 |
125-260 |
125-118 |
0-142 |
0.4% |
0-041 |
0.1% |
74% |
False |
False |
377,893 |
| 40 |
125-295 |
125-048 |
0-248 |
0.6% |
0-052 |
0.1% |
71% |
False |
False |
588,885 |
| 60 |
126-048 |
125-048 |
1-000 |
0.8% |
0-050 |
0.1% |
55% |
False |
False |
580,699 |
| 80 |
126-065 |
125-048 |
1-018 |
0.8% |
0-050 |
0.1% |
52% |
False |
False |
591,771 |
| 100 |
126-125 |
125-048 |
1-078 |
1.0% |
0-050 |
0.1% |
44% |
False |
False |
525,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-005 |
|
2.618 |
125-292 |
|
1.618 |
125-272 |
|
1.000 |
125-260 |
|
0.618 |
125-252 |
|
HIGH |
125-240 |
|
0.618 |
125-232 |
|
0.500 |
125-230 |
|
0.382 |
125-228 |
|
LOW |
125-220 |
|
0.618 |
125-208 |
|
1.000 |
125-200 |
|
1.618 |
125-188 |
|
2.618 |
125-168 |
|
4.250 |
125-135 |
|
|
| Fisher Pivots for day following 18-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-230 |
125-231 |
| PP |
125-228 |
125-228 |
| S1 |
125-225 |
125-225 |
|