ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 25-Nov-2020
Day Change Summary
Previous Current
24-Nov-2020 25-Nov-2020 Change Change % Previous Week
Open 125-185 125-172 -0-012 0.0% 125-150
High 125-190 125-205 0-015 0.0% 125-205
Low 125-168 125-162 -0-005 0.0% 125-125
Close 125-178 125-182 0-005 0.0% 125-192
Range 0-022 0-042 0-020 88.9% 0-080
ATR 0-053 0-052 -0-001 -1.4% 0-000
Volume 2,103,648 1,297,995 -805,653 -38.3% 4,017,121
Daily Pivots for day following 25-Nov-2020
Classic Woodie Camarilla DeMark
R4 125-311 125-289 125-206
R3 125-268 125-247 125-194
R2 125-226 125-226 125-190
R1 125-204 125-204 125-186 125-215
PP 125-183 125-183 125-183 125-189
S1 125-162 125-162 125-179 125-172
S2 125-141 125-141 125-175
S3 125-098 125-119 125-171
S4 125-056 125-077 125-159
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
5 125-205 125-160 0-045 0.1% 0-032 0.1% 50% True False 1,551,647
10 125-205 125-085 0-120 0.3% 0-042 0.1% 81% True False 1,152,057
20 125-295 125-048 0-248 0.6% 0-061 0.2% 55% False False 1,022,301
40 126-035 125-048 0-308 0.8% 0-054 0.1% 44% False False 798,445
60 126-065 125-048 1-018 0.8% 0-050 0.1% 40% False False 710,689
80 126-122 125-048 1-075 1.0% 0-052 0.1% 34% False False 648,173
100 126-125 125-048 1-078 1.0% 0-049 0.1% 34% False False 518,879
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-066
2.618 125-316
1.618 125-274
1.000 125-248
0.618 125-231
HIGH 125-205
0.618 125-189
0.500 125-184
0.382 125-179
LOW 125-162
0.618 125-136
1.000 125-120
1.618 125-094
2.618 125-051
4.250 124-302
Fisher Pivots for day following 25-Nov-2020
Pivot 1 day 3 day
R1 125-184 125-184
PP 125-183 125-183
S1 125-183 125-183

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

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