ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 10-Nov-2020
Day Change Summary
Previous Current
09-Nov-2020 10-Nov-2020 Change Change % Previous Week
Open 125-310 125-212 -0-098 -0.2% 125-288
High 126-025 125-218 -0-128 -0.3% 126-088
Low 125-150 125-155 0-005 0.0% 125-220
Close 125-178 125-155 -0-022 -0.1% 125-312
Range 0-195 0-062 -0-132 -67.9% 0-188
ATR 0-062 0-062 0-000 0.1% 0-000
Volume 4,852 17,291 12,439 256.4% 8,231
Daily Pivots for day following 10-Nov-2020
Classic Woodie Camarilla DeMark
R4 126-043 126-002 125-189
R3 125-301 125-259 125-172
R2 125-238 125-238 125-166
R1 125-197 125-197 125-161 125-186
PP 125-176 125-176 125-176 125-171
S1 125-134 125-134 125-149 125-124
S2 125-113 125-113 125-144
S3 125-051 125-072 125-138
S4 124-308 125-009 125-121
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% 0-114 0.3% 2% False False 5,624
10 126-088 125-150 0-258 0.6% 0-080 0.2% 2% False False 3,606
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 0-014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-163
2.618 126-061
1.618 125-319
1.000 125-280
0.618 125-256
HIGH 125-218
0.618 125-194
0.500 125-186
0.382 125-179
LOW 125-155
0.618 125-116
1.000 125-092
1.618 125-054
2.618 124-311
4.250 124-209
Fisher Pivots for day following 10-Nov-2020
Pivot 1 day 3 day
R1 125-186 125-265
PP 125-176 125-228
S1 125-165 125-192

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

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