ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 23-Nov-2020
Day Change Summary
Previous Current
20-Nov-2020 23-Nov-2020 Change Change % Previous Week
Open 125-192 125-198 0-005 0.0% 125-150
High 125-205 125-200 -0-005 0.0% 125-205
Low 125-178 125-165 -0-012 0.0% 125-125
Close 125-192 125-178 -0-015 0.0% 125-192
Range 0-028 0-035 0-008 27.3% 0-080
ATR 0-056 0-055 -0-002 -2.7% 0-000
Volume 956,448 2,498,166 1,541,718 161.2% 4,017,121
Daily Pivots for day following 23-Nov-2020
Classic Woodie Camarilla DeMark
R4 125-286 125-267 125-197
R3 125-251 125-232 125-187
R2 125-216 125-216 125-184
R1 125-197 125-197 125-181 125-189
PP 125-181 125-181 125-181 125-177
S1 125-162 125-162 125-174 125-154
S2 125-146 125-146 125-171
S3 125-111 125-127 125-168
S4 125-076 125-092 125-158
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
5 125-205 125-135 0-070 0.2% 0-038 0.1% 61% False False 1,166,796
10 125-205 125-048 0-158 0.4% 0-047 0.1% 83% False False 931,390
20 125-295 125-048 0-248 0.6% 0-062 0.2% 53% False False 919,414
40 126-048 125-048 1-000 0.8% 0-054 0.1% 41% False False 747,645
60 126-065 125-048 1-018 0.8% 0-051 0.1% 39% False False 681,508
80 126-125 125-048 1-078 1.0% 0-052 0.1% 33% False False 605,694
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-029
2.618 125-292
1.618 125-257
1.000 125-235
0.618 125-222
HIGH 125-200
0.618 125-187
0.500 125-182
0.382 125-178
LOW 125-165
0.618 125-143
1.000 125-130
1.618 125-108
2.618 125-073
4.250 125-016
Fisher Pivots for day following 23-Nov-2020
Pivot 1 day 3 day
R1 125-182 125-182
PP 125-181 125-181
S1 125-179 125-179

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

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