ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 24-Nov-2020
Day Change Summary
Previous Current
23-Nov-2020 24-Nov-2020 Change Change % Previous Week
Open 125-300 125-285 -0-015 0.0% 125-240
High 125-300 125-290 -0-010 0.0% 125-308
Low 125-262 125-270 0-008 0.0% 125-220
Close 125-280 125-280 0-000 0.0% 125-295
Range 0-038 0-020 -0-018 -46.7% 0-088
ATR 0-054 0-052 -0-002 -4.5% 0-000
Volume 1,938,789 1,727,582 -211,207 -10.9% 1,048,113
Daily Pivots for day following 24-Nov-2020
Classic Woodie Camarilla DeMark
R4 126-020 126-010 125-291
R3 126-000 125-310 125-286
R2 125-300 125-300 125-284
R1 125-290 125-290 125-282 125-285
PP 125-280 125-280 125-280 125-278
S1 125-270 125-270 125-278 125-265
S2 125-260 125-260 125-276
S3 125-240 125-250 125-274
S4 125-220 125-230 125-269
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
5 125-308 125-248 0-060 0.1% 0-032 0.1% 54% False False 934,350
10 125-308 125-135 0-172 0.4% 0-042 0.1% 84% False False 473,992
20 126-088 125-135 0-272 0.7% 0-061 0.2% 53% False False 238,799
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 126-055
2.618 126-022
1.618 126-002
1.000 125-310
0.618 125-302
HIGH 125-290
0.618 125-282
0.500 125-280
0.382 125-278
LOW 125-270
0.618 125-258
1.000 125-250
1.618 125-238
2.618 125-218
4.250 125-185
Fisher Pivots for day following 24-Nov-2020
Pivot 1 day 3 day
R1 125-280 125-285
PP 125-280 125-283
S1 125-280 125-282

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

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