ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 28-Oct-2020
Day Change Summary
Previous Current
27-Oct-2020 28-Oct-2020 Change Change % Previous Week
Open 126-025 126-032 0-008 0.0% 126-020
High 126-032 126-058 0-025 0.1% 126-038
Low 125-315 126-032 0-038 0.1% 125-270
Close 126-030 126-032 0-002 0.0% 125-290
Range 0-038 0-025 -0-012 -33.3% 0-088
ATR
Volume 734 314 -420 -57.2% 3,777
Daily Pivots for day following 28-Oct-2020
Classic Woodie Camarilla DeMark
R4 126-116 126-099 126-046
R3 126-091 126-074 126-039
R2 126-066 126-066 126-037
R1 126-049 126-049 126-035 126-045
PP 126-041 126-041 126-041 126-039
S1 126-024 126-024 126-030 126-020
S2 126-016 126-016 126-028
S3 125-311 125-319 126-026
S4 125-286 125-294 126-019
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 126-248 126-197 126-018
R3 126-161 126-109 125-314
R2 126-073 126-073 125-306
R1 126-022 126-022 125-298 126-004
PP 125-306 125-306 125-306 125-297
S1 125-254 125-254 125-282 125-236
S2 125-218 125-218 125-274
S3 125-131 125-167 125-266
S4 125-043 125-079 125-242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-058 125-270 0-108 0.3% 0-034 0.1% 77% True False 690
10 126-110 125-270 0-160 0.4% 0-033 0.1% 52% False False 629
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-164
2.618 126-123
1.618 126-098
1.000 126-082
0.618 126-073
HIGH 126-058
0.618 126-048
0.500 126-045
0.382 126-042
LOW 126-032
0.618 126-017
1.000 126-008
1.618 125-312
2.618 125-287
4.250 125-246
Fisher Pivots for day following 28-Oct-2020
Pivot 1 day 3 day
R1 126-045 126-030
PP 126-041 126-028
S1 126-037 126-026

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

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