ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 02-Nov-2020
Day Change Summary
Previous Current
30-Oct-2020 02-Nov-2020 Change Change % Previous Week
Open 125-298 125-288 -0-010 0.0% 125-315
High 126-012 126-000 -0-012 0.0% 126-058
Low 125-282 125-288 0-005 0.0% 125-282
Close 125-292 125-290 -0-002 0.0% 125-292
Range 0-050 0-032 -0-018 -35.0% 0-095
ATR 0-000 0-038 0-038 0-000
Volume 4,348 1,817 -2,531 -58.2% 7,086
Daily Pivots for day following 02-Nov-2020
Classic Woodie Camarilla DeMark
R4 126-077 126-056 125-308
R3 126-044 126-023 125-299
R2 126-012 126-012 125-296
R1 125-311 125-311 125-293 126-001
PP 125-299 125-299 125-299 125-304
S1 125-278 125-278 125-287 125-289
S2 125-267 125-267 125-284
S3 125-234 125-246 125-281
S4 125-202 125-213 125-272
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% 0-042 0.1% 8% False False 1,648
10 126-058 125-270 0-108 0.3% 0-038 0.1% 19% False False 1,183
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-138
2.618 126-085
1.618 126-053
1.000 126-032
0.618 126-020
HIGH 126-000
0.618 125-308
0.500 125-304
0.382 125-300
LOW 125-288
0.618 125-267
1.000 125-255
1.618 125-235
2.618 125-202
4.250 125-149
Fisher Pivots for day following 02-Nov-2020
Pivot 1 day 3 day
R1 125-304 126-004
PP 125-299 125-312
S1 125-295 125-301

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

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