ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 13-Nov-2020
Day Change Summary
Previous Current
12-Nov-2020 13-Nov-2020 Change Change % Previous Week
Open 125-195 125-265 0-070 0.2% 125-310
High 125-268 125-280 0-012 0.0% 126-025
Low 125-192 125-242 0-050 0.1% 125-135
Close 125-258 125-252 -0-005 0.0% 125-252
Range 0-075 0-038 -0-038 -50.0% 0-210
ATR 0-063 0-062 -0-002 -2.9% 0-000
Volume 10,360 9,570 -790 -7.6% 47,588
Daily Pivots for day following 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 126-051 126-029 125-273
R3 126-013 125-312 125-263
R2 125-296 125-296 125-259
R1 125-274 125-274 125-256 125-266
PP 125-258 125-258 125-258 125-254
S1 125-237 125-237 125-249 125-229
S2 125-221 125-221 125-246
S3 125-183 125-199 125-242
S4 125-146 125-162 125-232
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 127-234 127-133 126-048
R3 127-024 126-243 125-310
R2 126-134 126-134 125-291
R1 126-033 126-033 125-272 125-299
PP 125-244 125-244 125-244 125-217
S1 125-143 125-143 125-233 125-089
S2 125-034 125-034 125-214
S3 124-144 124-253 125-195
S4 123-254 124-043 125-137
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-025 125-135 0-210 0.5% 0-083 0.2% 56% False False 9,517
10 126-088 125-135 0-272 0.7% 0-082 0.2% 43% False False 5,581
20 126-088 125-135 0-272 0.7% 0-059 0.1% 43% False False 3,334
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 0-015
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 126-119
2.618 126-058
1.618 126-021
1.000 125-318
0.618 125-303
HIGH 125-280
0.618 125-266
0.500 125-261
0.382 125-257
LOW 125-242
0.618 125-219
1.000 125-205
1.618 125-182
2.618 125-144
4.250 125-083
Fisher Pivots for day following 13-Nov-2020
Pivot 1 day 3 day
R1 125-261 125-238
PP 125-258 125-222
S1 125-255 125-208

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

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