ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 29-Oct-2020
Day Change Summary
Previous Current
28-Oct-2020 29-Oct-2020 Change Change % Previous Week
Open 126-032 126-030 -0-002 0.0% 126-020
High 126-058 126-045 -0-012 0.0% 126-038
Low 126-032 125-302 -0-050 -0.1% 125-270
Close 126-032 125-310 -0-042 -0.1% 125-290
Range 0-025 0-062 0-038 150.0% 0-088
ATR
Volume 314 1,030 716 228.0% 3,777
Daily Pivots for day following 29-Oct-2020
Classic Woodie Camarilla DeMark
R4 126-193 126-154 126-024
R3 126-131 126-092 126-007
R2 126-068 126-068 126-001
R1 126-029 126-029 125-316 126-018
PP 126-006 126-006 126-006 126-000
S1 125-287 125-287 125-304 125-275
S2 125-263 125-263 125-299
S3 125-201 125-224 125-293
S4 125-138 125-162 125-276
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
5 126-058 125-272 0-105 0.3% 0-035 0.1% 36% False False 590
10 126-080 125-270 0-130 0.3% 0-035 0.1% 31% False False 651
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-008
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 126-311
2.618 126-209
1.618 126-146
1.000 126-108
0.618 126-084
HIGH 126-045
0.618 126-021
0.500 126-014
0.382 126-006
LOW 125-302
0.618 125-264
1.000 125-240
1.618 125-201
2.618 125-139
4.250 125-037
Fisher Pivots for day following 29-Oct-2020
Pivot 1 day 3 day
R1 126-014 126-020
PP 126-006 126-010
S1 125-318 126-000

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

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