ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 18-Nov-2020
Day Change Summary
Previous Current
17-Nov-2020 18-Nov-2020 Change Change % Previous Week
Open 125-248 125-280 0-032 0.1% 125-310
High 125-282 125-292 0-010 0.0% 126-025
Low 125-235 125-248 0-012 0.0% 125-135
Close 125-272 125-258 -0-015 0.0% 125-252
Range 0-048 0-045 -0-002 -5.3% 0-210
ATR 0-060 0-059 -0-001 -1.8% 0-000
Volume 14,799 129,826 115,027 777.3% 47,588
Daily Pivots for day following 18-Nov-2020
Classic Woodie Camarilla DeMark
R4 126-081 126-054 125-282
R3 126-036 126-009 125-270
R2 125-311 125-311 125-266
R1 125-284 125-284 125-262 125-275
PP 125-266 125-266 125-266 125-261
S1 125-239 125-239 125-253 125-230
S2 125-221 125-221 125-249
S3 125-176 125-194 125-245
S4 125-131 125-149 125-233
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
5 125-292 125-192 0-100 0.2% 0-051 0.1% 65% True False 38,497
10 126-088 125-135 0-272 0.7% 0-070 0.2% 45% False False 22,407
20 126-088 125-135 0-272 0.7% 0-062 0.2% 45% False False 11,860
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 0-016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-164
2.618 126-090
1.618 126-045
1.000 126-018
0.618 126-000
HIGH 125-292
0.618 125-275
0.500 125-270
0.382 125-265
LOW 125-248
0.618 125-220
1.000 125-202
1.618 125-175
2.618 125-130
4.250 125-056
Fisher Pivots for day following 18-Nov-2020
Pivot 1 day 3 day
R1 125-270 125-257
PP 125-266 125-257
S1 125-262 125-256

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

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