ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 25-Nov-2020
Day Change Summary
Previous Current
24-Nov-2020 25-Nov-2020 Change Change % Previous Week
Open 125-285 125-275 -0-010 0.0% 125-240
High 125-290 125-310 0-020 0.0% 125-308
Low 125-270 125-262 -0-008 0.0% 125-220
Close 125-280 125-288 0-008 0.0% 125-295
Range 0-020 0-048 0-028 137.5% 0-088
ATR 0-052 0-051 0-000 -0.6% 0-000
Volume 1,727,582 1,152,200 -575,382 -33.3% 1,048,113
Daily Pivots for day following 25-Nov-2020
Classic Woodie Camarilla DeMark
R4 126-109 126-086 125-314
R3 126-062 126-038 125-301
R2 126-014 126-014 125-296
R1 125-311 125-311 125-292 126-002
PP 125-287 125-287 125-287 125-292
S1 125-263 125-263 125-283 125-275
S2 125-239 125-239 125-279
S3 125-192 125-216 125-274
S4 125-144 125-168 125-261
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
5 125-310 125-262 0-048 0.1% 0-033 0.1% 53% True True 1,138,825
10 125-310 125-192 0-118 0.3% 0-042 0.1% 81% True False 588,661
20 126-088 125-135 0-272 0.7% 0-062 0.2% 56% False False 296,394
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 126-192
2.618 126-114
1.618 126-067
1.000 126-038
0.618 126-019
HIGH 125-310
0.618 125-292
0.500 125-286
0.382 125-281
LOW 125-262
0.618 125-233
1.000 125-215
1.618 125-186
2.618 125-138
4.250 125-061
Fisher Pivots for day following 25-Nov-2020
Pivot 1 day 3 day
R1 125-287 125-287
PP 125-287 125-287
S1 125-286 125-286

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

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