ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 13-Nov-2020
Day Change Summary
Previous Current
12-Nov-2020 13-Nov-2020 Change Change % Previous Week
Open 125-085 125-165 0-080 0.2% 125-202
High 125-170 125-178 0-008 0.0% 125-240
Low 125-085 125-142 0-058 0.1% 125-048
Close 125-160 125-152 -0-008 0.0% 125-152
Range 0-085 0-035 -0-050 -58.8% 0-192
ATR 0-066 0-063 -0-002 -3.3% 0-000
Volume 982,961 620,679 -362,282 -36.9% 4,254,008
Daily Pivots for day following 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 125-262 125-242 125-172
R3 125-228 125-208 125-162
R2 125-192 125-192 125-159
R1 125-172 125-172 125-156 125-165
PP 125-158 125-158 125-158 125-154
S1 125-138 125-138 125-149 125-130
S2 125-122 125-122 125-146
S3 125-088 125-102 125-143
S4 125-052 125-068 125-133
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 127-084 126-311 125-258
R3 126-212 126-118 125-205
R2 126-019 126-019 125-188
R1 125-246 125-246 125-170 125-196
PP 125-147 125-147 125-147 125-122
S1 125-053 125-053 125-135 125-004
S2 124-274 124-274 125-117
S3 124-082 124-181 125-100
S4 123-209 123-308 125-047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-240 125-048 0-192 0.5% 0-082 0.2% 55% False False 850,801
10 125-295 125-048 0-248 0.6% 0-081 0.2% 42% False False 853,139
20 125-295 125-048 0-248 0.6% 0-063 0.2% 42% False False 772,409
40 126-048 125-048 1-000 0.8% 0-053 0.1% 33% False False 655,255
60 126-065 125-048 1-018 0.8% 0-053 0.1% 31% False False 693,424
80 126-125 125-048 1-078 1.0% 0-052 0.1% 26% False False 524,443
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 126-006
2.618 125-269
1.618 125-234
1.000 125-212
0.618 125-199
HIGH 125-178
0.618 125-164
0.500 125-160
0.382 125-156
LOW 125-142
0.618 125-121
1.000 125-108
1.618 125-086
2.618 125-051
4.250 124-314
Fisher Pivots for day following 13-Nov-2020
Pivot 1 day 3 day
R1 125-160 125-139
PP 125-158 125-126
S1 125-155 125-112

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

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