ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 30-Oct-2020
Day Change Summary
Previous Current
29-Oct-2020 30-Oct-2020 Change Change % Previous Week
Open 126-030 125-298 -0-052 -0.1% 125-315
High 126-045 126-012 -0-032 -0.1% 126-058
Low 125-302 125-282 -0-020 0.0% 125-282
Close 125-310 125-292 -0-018 0.0% 125-292
Range 0-062 0-050 -0-012 -20.0% 0-095
ATR
Volume 1,030 4,348 3,318 322.1% 7,086
Daily Pivots for day following 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 126-132 126-102 126-000
R3 126-082 126-052 125-306
R2 126-032 126-032 125-302
R1 126-002 126-002 125-297 125-312
PP 125-302 125-302 125-302 125-298
S1 125-272 125-272 125-288 125-262
S2 125-252 125-252 125-283
S3 125-202 125-222 125-279
S4 125-152 125-172 125-265
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 126-282 126-222 126-025
R3 126-188 126-128 125-319
R2 126-092 126-092 125-310
R1 126-032 126-032 125-301 126-015
PP 125-318 125-318 125-318 125-309
S1 125-258 125-258 125-284 125-240
S2 125-222 125-222 125-275
S3 125-128 125-162 125-266
S4 125-032 125-068 125-240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-058 125-282 0-095 0.2% 0-038 0.1% 11% False True 1,417
10 126-058 125-270 0-108 0.3% 0-037 0.1% 21% False False 1,086
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 0-009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-225
2.618 126-143
1.618 126-093
1.000 126-062
0.618 126-043
HIGH 126-012
0.618 125-313
0.500 125-308
0.382 125-302
LOW 125-282
0.618 125-252
1.000 125-232
1.618 125-202
2.618 125-152
4.250 125-070
Fisher Pivots for day following 30-Oct-2020
Pivot 1 day 3 day
R1 125-308 126-010
PP 125-302 125-318
S1 125-298 125-305

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

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