ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 17-Nov-2020
Day Change Summary
Previous Current
16-Nov-2020 17-Nov-2020 Change Change % Previous Week
Open 125-240 125-248 0-008 0.0% 125-310
High 125-270 125-282 0-012 0.0% 126-025
Low 125-220 125-235 0-015 0.0% 125-135
Close 125-240 125-272 0-032 0.1% 125-252
Range 0-050 0-048 -0-002 -5.0% 0-210
ATR 0-061 0-060 -0-001 -1.6% 0-000
Volume 27,933 14,799 -13,134 -47.0% 47,588
Daily Pivots for day following 17-Nov-2020
Classic Woodie Camarilla DeMark
R4 126-086 126-067 125-299
R3 126-038 126-019 125-286
R2 125-311 125-311 125-281
R1 125-292 125-292 125-277 125-301
PP 125-263 125-263 125-263 125-268
S1 125-244 125-244 125-268 125-254
S2 125-216 125-216 125-264
S3 125-168 125-197 125-259
S4 125-121 125-149 125-246
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
5 125-282 125-135 0-148 0.4% 0-051 0.1% 93% True False 13,635
10 126-088 125-135 0-272 0.7% 0-083 0.2% 50% False False 9,629
20 126-088 125-135 0-272 0.7% 0-062 0.2% 50% False False 5,388
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-164
2.618 126-087
1.618 126-039
1.000 126-010
0.618 125-312
HIGH 125-282
0.618 125-264
0.500 125-259
0.382 125-253
LOW 125-235
0.618 125-206
1.000 125-188
1.618 125-158
2.618 125-111
4.250 125-033
Fisher Pivots for day following 17-Nov-2020
Pivot 1 day 3 day
R1 125-268 125-265
PP 125-263 125-258
S1 125-259 125-251

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

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