ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 20-Nov-2020
Day Change Summary
Previous Current
19-Nov-2020 20-Nov-2020 Change Change % Previous Week
Open 125-270 125-298 0-028 0.1% 125-240
High 125-298 125-308 0-010 0.0% 125-308
Low 125-265 125-280 0-015 0.0% 125-220
Close 125-278 125-295 0-018 0.0% 125-295
Range 0-032 0-028 -0-005 -15.4% 0-088
ATR 0-057 0-055 -0-002 -3.4% 0-000
Volume 361,814 513,741 151,927 42.0% 1,048,113
Daily Pivots for day following 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 126-057 126-043 125-310
R3 126-029 126-016 125-303
R2 126-002 126-002 125-300
R1 125-308 125-308 125-298 125-301
PP 125-294 125-294 125-294 125-291
S1 125-281 125-281 125-292 125-274
S2 125-267 125-267 125-290
S3 125-239 125-253 125-287
S4 125-212 125-226 125-280
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 126-217 126-183 126-023
R3 126-129 126-096 125-319
R2 126-042 126-042 125-311
R1 126-008 126-008 125-303 126-025
PP 125-274 125-274 125-274 125-282
S1 125-241 125-241 125-287 125-258
S2 125-187 125-187 125-279
S3 125-099 125-153 125-271
S4 125-012 125-066 125-247
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-308 125-220 0-088 0.2% 0-040 0.1% 86% True False 209,622
10 126-025 125-135 0-210 0.5% 0-062 0.2% 76% False False 109,570
20 126-088 125-135 0-272 0.7% 0-060 0.2% 59% False False 55,550
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 17 trading days
Fibonacci Retracements and Extensions
4.250 126-104
2.618 126-059
1.618 126-032
1.000 126-015
0.618 126-004
HIGH 125-308
0.618 125-297
0.500 125-294
0.382 125-291
LOW 125-280
0.618 125-263
1.000 125-252
1.618 125-236
2.618 125-208
4.250 125-163
Fisher Pivots for day following 20-Nov-2020
Pivot 1 day 3 day
R1 125-295 125-289
PP 125-294 125-283
S1 125-294 125-278

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

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