ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 19-Nov-2020
Day Change Summary
Previous Current
18-Nov-2020 19-Nov-2020 Change Change % Previous Week
Open 125-280 125-270 -0-010 0.0% 125-310
High 125-292 125-298 0-005 0.0% 126-025
Low 125-248 125-265 0-018 0.0% 125-135
Close 125-258 125-278 0-020 0.0% 125-252
Range 0-045 0-032 -0-012 -27.8% 0-210
ATR 0-059 0-057 -0-001 -2.3% 0-000
Volume 129,826 361,814 231,988 178.7% 47,588
Daily Pivots for day following 19-Nov-2020
Classic Woodie Camarilla DeMark
R4 126-058 126-040 125-295
R3 126-025 126-008 125-286
R2 125-312 125-312 125-283
R1 125-295 125-295 125-280 125-304
PP 125-280 125-280 125-280 125-284
S1 125-262 125-262 125-275 125-271
S2 125-248 125-248 125-272
S3 125-215 125-230 125-269
S4 125-182 125-198 125-260
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
5 125-298 125-220 0-078 0.2% 0-042 0.1% 74% True False 108,788
10 126-060 125-135 0-245 0.6% 0-067 0.2% 58% False False 58,485
20 126-088 125-135 0-272 0.7% 0-061 0.2% 52% False False 29,874
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 126-116
2.618 126-063
1.618 126-030
1.000 126-010
0.618 125-318
HIGH 125-298
0.618 125-285
0.500 125-281
0.382 125-277
LOW 125-265
0.618 125-245
1.000 125-232
1.618 125-212
2.618 125-180
4.250 125-127
Fisher Pivots for day following 19-Nov-2020
Pivot 1 day 3 day
R1 125-281 125-274
PP 125-280 125-270
S1 125-279 125-266

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

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