ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 09-Nov-2020
Day Change Summary
Previous Current
06-Nov-2020 09-Nov-2020 Change Change % Previous Week
Open 126-052 125-310 -0-062 -0.2% 125-288
High 126-060 126-025 -0-035 -0.1% 126-088
Low 125-298 125-150 -0-148 -0.4% 125-220
Close 125-312 125-178 -0-135 -0.3% 125-312
Range 0-082 0-195 0-112 136.4% 0-188
ATR 0-052 0-062 0-010 19.8% 0-000
Volume 2,898 4,852 1,954 67.4% 8,231
Daily Pivots for day following 09-Nov-2020
Classic Woodie Camarilla DeMark
R4 127-169 127-048 125-285
R3 126-294 126-173 125-231
R2 126-099 126-099 125-213
R1 125-298 125-298 125-195 125-261
PP 125-224 125-224 125-224 125-206
S1 125-103 125-103 125-160 125-066
S2 125-029 125-029 125-142
S3 124-154 124-228 125-124
S4 123-279 124-033 125-070
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 127-236 127-142 126-096
R3 127-048 126-274 126-044
R2 126-181 126-181 126-027
R1 126-087 126-087 126-010 126-134
PP 125-313 125-313 125-313 126-017
S1 125-219 125-219 125-295 125-266
S2 125-126 125-126 125-278
S3 124-258 125-032 125-261
S4 124-071 124-164 125-209
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-088 125-150 0-258 0.6% 0-112 0.3% 11% False True 2,253
10 126-088 125-150 0-258 0.6% 0-077 0.2% 11% False True 1,950
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 0-015
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 128-214
2.618 127-216
1.618 127-021
1.000 126-220
0.618 126-146
HIGH 126-025
0.618 125-271
0.500 125-248
0.382 125-224
LOW 125-150
0.618 125-029
1.000 124-275
1.618 124-154
2.618 123-279
4.250 122-281
Fisher Pivots for day following 09-Nov-2020
Pivot 1 day 3 day
R1 125-248 125-279
PP 125-224 125-245
S1 125-201 125-211

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

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