ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 16-Nov-2020

Day Change Summary
	Previous	Current
	13-Nov-2020	16-Nov-2020	Change	Change %	Previous Week
Open	125-265	125-240	-0-025	-0.1%	125-310
High	125-280	125-270	-0-010	0.0%	126-025
Low	125-242	125-220	-0-022	-0.1%	125-135
Close	125-252	125-240	-0-012	0.0%	125-252
Range	0-038	0-050	0-012	33.3%	0-210
ATR	0-062	0-061	-0-001	-1.3%	0-000
Volume	9,570	27,933	18,363	191.9%	47,588

Daily Pivots for day following 16-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-073	126-047	125-268
R3	126-023	125-317	125-254
R2	125-293	125-293	125-249
R1	125-267	125-267	125-245	125-265
PP	125-243	125-243	125-243	125-242
S1	125-217	125-217	125-235	125-215
S2	125-193	125-193	125-231
S3	125-143	125-167	125-226
S4	125-093	125-117	125-212

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	127-234	127-133	126-048
R3	127-024	126-243	125-310
R2	126-134	126-134	125-291
R1	126-033	126-033	125-272	125-299
PP	125-244	125-244	125-244	125-217
S1	125-143	125-143	125-233	125-089
S2	125-034	125-034	125-214
S3	124-144	124-253	125-195
S4	123-254	124-043	125-137

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-280	125-135	0-145	0.4%	0-054	0.1%	72%	False	False	14,133
10	126-088	125-135	0-272	0.7%	0-083	0.2%	39%	False	False	8,193
20	126-088	125-135	0-272	0.7%	0-061	0.2%	39%	False	False	4,688

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-162
2.618	126-081
1.618	126-031
1.000	126-000
0.618	125-301
HIGH	125-270
0.618	125-251
0.500	125-245
0.382	125-239
LOW	125-220
0.618	125-189
1.000	125-170
1.618	125-139
2.618	125-089
4.250	125-008

Fisher Pivots for day following 16-Nov-2020
Pivot	1 day	3 day
R1	125-245	125-239
PP	125-243	125-238
S1	125-242	125-236

Download as Excel Spreadsheet

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

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