ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 24-Nov-2020
Day Change Summary
Previous Current
23-Nov-2020 24-Nov-2020 Change Change % Previous Week
Open 125-198 125-185 -0-012 0.0% 125-150
High 125-200 125-190 -0-010 0.0% 125-205
Low 125-165 125-168 0-002 0.0% 125-125
Close 125-178 125-178 0-000 0.0% 125-192
Range 0-035 0-022 -0-012 -35.7% 0-080
ATR 0-055 0-053 -0-002 -4.2% 0-000
Volume 2,498,166 2,103,648 -394,518 -15.8% 4,017,121
Daily Pivots for day following 24-Nov-2020
Classic Woodie Camarilla DeMark
R4 125-246 125-234 125-190
R3 125-223 125-212 125-184
R2 125-201 125-201 125-182
R1 125-189 125-189 125-180 125-184
PP 125-178 125-178 125-178 125-176
S1 125-167 125-167 125-175 125-161
S2 125-156 125-156 125-173
S3 125-133 125-144 125-171
S4 125-111 125-122 125-165
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
5 125-205 125-145 0-060 0.1% 0-034 0.1% 54% False False 1,459,388
10 125-205 125-048 0-158 0.4% 0-043 0.1% 83% False False 1,044,129
20 125-295 125-048 0-248 0.6% 0-061 0.2% 53% False False 1,000,852
40 126-048 125-048 1-000 0.8% 0-054 0.1% 41% False False 788,199
60 126-065 125-048 1-018 0.8% 0-050 0.1% 39% False False 700,018
80 126-125 125-048 1-078 1.0% 0-052 0.1% 33% False False 631,976
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 125-286
2.618 125-249
1.618 125-226
1.000 125-212
0.618 125-204
HIGH 125-190
0.618 125-181
0.500 125-179
0.382 125-176
LOW 125-168
0.618 125-154
1.000 125-145
1.618 125-131
2.618 125-109
4.250 125-072
Fisher Pivots for day following 24-Nov-2020
Pivot 1 day 3 day
R1 125-179 125-185
PP 125-178 125-182
S1 125-178 125-180

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

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