ECBOT 5 Year T-Note Future December 2020

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	125-180	125-160	-0-020	0.0%	125-202
High	125-192	125-195	0-002	0.0%	125-240
Low	125-145	125-160	0-015	0.0%	125-048
Close	125-158	125-178	0-020	0.0%	125-152
Range	0-048	0-035	-0-012	-26.3%	0-192
ATR	0-060	0-059	-0-002	-2.7%	0-000
Volume	836,700	901,980	65,280	7.8%	4,254,008

Daily Pivots for day following 19-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	125-282	125-265	125-197
R3	125-248	125-230	125-187
R2	125-212	125-212	125-184
R1	125-195	125-195	125-181	125-204
PP	125-178	125-178	125-178	125-182
S1	125-160	125-160	125-174	125-169
S2	125-142	125-142	125-171
S3	125-108	125-125	125-168
S4	125-072	125-090	125-158

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	127-084	126-311	125-258
R3	126-212	126-118	125-205
R2	126-019	126-019	125-188
R1	125-246	125-246	125-170	125-196
PP	125-147	125-147	125-147	125-122
S1	125-053	125-053	125-135	125-004
S2	124-274	124-274	125-117
S3	124-082	124-181	125-100
S4	123-209	123-308	125-047

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-195	125-125	0-070	0.2%	0-042	0.1%	75%	True	False	736,270
10	125-272	125-048	0-225	0.6%	0-067	0.2%	58%	False	False	807,348
20	125-295	125-048	0-248	0.6%	0-063	0.2%	53%	False	False	799,877
40	126-048	125-048	1-000	0.8%	0-054	0.1%	41%	False	False	682,102
60	126-065	125-048	1-018	0.8%	0-053	0.1%	39%	False	False	663,064
80	126-125	125-048	1-078	1.0%	0-052	0.1%	33%	False	False	562,550

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-024
2.618	125-287
1.618	125-252
1.000	125-230
0.618	125-217
HIGH	125-195
0.618	125-182
0.500	125-178
0.382	125-173
LOW	125-160
0.618	125-138
1.000	125-125
1.618	125-103
2.618	125-068
4.250	125-011

Fisher Pivots for day following 19-Nov-2020
Pivot	1 day	3 day
R1	125-178	125-173
PP	125-178	125-169
S1	125-178	125-165

Download as Excel Spreadsheet

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

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