ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 20-Nov-2020
Day Change Summary
Previous Current
19-Nov-2020 20-Nov-2020 Change Change % Previous Week
Open 125-160 125-192 0-032 0.1% 125-150
High 125-195 125-205 0-010 0.0% 125-205
Low 125-160 125-178 0-018 0.0% 125-125
Close 125-178 125-192 0-015 0.0% 125-192
Range 0-035 0-028 -0-008 -21.4% 0-080
ATR 0-059 0-056 -0-002 -3.8% 0-000
Volume 901,980 956,448 54,468 6.0% 4,017,121
Daily Pivots for day following 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 125-274 125-261 125-208
R3 125-247 125-233 125-200
R2 125-219 125-219 125-198
R1 125-206 125-206 125-195 125-206
PP 125-192 125-192 125-192 125-192
S1 125-178 125-178 125-190 125-179
S2 125-164 125-164 125-187
S3 125-137 125-151 125-185
S4 125-109 125-123 125-177
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 126-094 126-063 125-236
R3 126-014 125-303 125-214
R2 125-254 125-254 125-207
R1 125-223 125-223 125-200 125-239
PP 125-174 125-174 125-174 125-182
S1 125-143 125-143 125-185 125-159
S2 125-094 125-094 125-178
S3 125-014 125-063 125-170
S4 124-254 124-303 125-148
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-205 125-125 0-080 0.2% 0-041 0.1% 84% True False 803,424
10 125-240 125-048 0-192 0.5% 0-062 0.2% 75% False False 827,112
20 125-295 125-048 0-248 0.6% 0-062 0.2% 59% False False 818,221
40 126-048 125-048 1-000 0.8% 0-054 0.1% 45% False False 695,332
60 126-065 125-048 1-018 0.8% 0-052 0.1% 43% False False 656,642
80 126-125 125-048 1-078 1.0% 0-052 0.1% 36% False False 574,504
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 126-002
2.618 125-277
1.618 125-249
1.000 125-232
0.618 125-222
HIGH 125-205
0.618 125-194
0.500 125-191
0.382 125-188
LOW 125-178
0.618 125-161
1.000 125-150
1.618 125-133
2.618 125-106
4.250 125-061
Fisher Pivots for day following 20-Nov-2020
Pivot 1 day 3 day
R1 125-192 125-187
PP 125-192 125-181
S1 125-191 125-175

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

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