ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 11-Nov-2020
Day Change Summary
Previous Current
10-Nov-2020 11-Nov-2020 Change Change % Previous Week
Open 125-212 125-160 -0-052 -0.1% 125-288
High 125-218 125-180 -0-038 -0.1% 126-088
Low 125-155 125-135 -0-020 0.0% 125-220
Close 125-155 125-170 0-015 0.0% 125-312
Range 0-062 0-045 -0-018 -28.0% 0-188
ATR 0-062 0-061 -0-001 -2.0% 0-000
Volume 17,291 5,515 -11,776 -68.1% 8,231
Daily Pivots for day following 11-Nov-2020
Classic Woodie Camarilla DeMark
R4 125-297 125-278 125-195
R3 125-252 125-233 125-182
R2 125-207 125-207 125-178
R1 125-188 125-188 125-174 125-198
PP 125-162 125-162 125-162 125-166
S1 125-143 125-143 125-166 125-152
S2 125-117 125-117 125-162
S3 125-072 125-098 125-158
S4 125-027 125-053 125-145
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
5 126-088 125-135 0-272 0.7% 0-090 0.2% 13% False True 6,316
10 126-088 125-135 0-272 0.7% 0-082 0.2% 13% False True 4,126
20 126-110 125-135 0-295 0.7% 0-057 0.1% 12% False True 2,377
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-016
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 126-051
2.618 125-298
1.618 125-253
1.000 125-225
0.618 125-208
HIGH 125-180
0.618 125-163
0.500 125-158
0.382 125-152
LOW 125-135
0.618 125-107
1.000 125-090
1.618 125-062
2.618 125-017
4.250 124-264
Fisher Pivots for day following 11-Nov-2020
Pivot 1 day 3 day
R1 125-166 125-240
PP 125-162 125-217
S1 125-158 125-193

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

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