ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 23-Nov-2020
Day Change Summary
Previous Current
20-Nov-2020 23-Nov-2020 Change Change % Previous Week
Open 125-298 125-300 0-002 0.0% 125-240
High 125-308 125-300 -0-008 0.0% 125-308
Low 125-280 125-262 -0-018 0.0% 125-220
Close 125-295 125-280 -0-015 0.0% 125-295
Range 0-028 0-038 0-010 36.4% 0-088
ATR 0-055 0-054 -0-001 -2.3% 0-000
Volume 513,741 1,938,789 1,425,048 277.4% 1,048,113
Daily Pivots for day following 23-Nov-2020
Classic Woodie Camarilla DeMark
R4 126-073 126-054 125-301
R3 126-036 126-017 125-290
R2 125-318 125-318 125-287
R1 125-299 125-299 125-283 125-290
PP 125-281 125-281 125-281 125-276
S1 125-262 125-262 125-277 125-252
S2 125-243 125-243 125-273
S3 125-206 125-224 125-270
S4 125-168 125-187 125-259
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
5 125-308 125-235 0-072 0.2% 0-038 0.1% 62% False False 591,793
10 125-308 125-135 0-172 0.4% 0-046 0.1% 84% False False 302,963
20 126-088 125-135 0-272 0.7% 0-062 0.2% 53% False False 152,457
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-139
2.618 126-078
1.618 126-041
1.000 126-018
0.618 126-003
HIGH 125-300
0.618 125-286
0.500 125-281
0.382 125-277
LOW 125-262
0.618 125-239
1.000 125-225
1.618 125-202
2.618 125-164
4.250 125-103
Fisher Pivots for day following 23-Nov-2020
Pivot 1 day 3 day
R1 125-281 125-285
PP 125-281 125-283
S1 125-280 125-282

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

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