ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 30-Oct-2020

Day Change Summary
	Previous	Current
	29-Oct-2020	30-Oct-2020	Change	Change %	Previous Week
Open	125-245	125-210	-0-035	-0.1%	125-180
High	125-260	125-230	-0-030	-0.1%	125-272
Low	125-198	125-182	-0-015	0.0%	125-180
Close	125-208	125-192	-0-015	0.0%	125-192
Range	0-062	0-048	-0-015	-24.0%	0-092
ATR	0-045	0-045	0-000	0.4%	0-000
Volume	935,372	1,062,337	126,965	13.6%	3,815,912

Daily Pivots for day following 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-024	125-316	125-219
R3	125-297	125-268	125-206
R2	125-249	125-249	125-201
R1	125-221	125-221	125-197	125-211
PP	125-202	125-202	125-202	125-197
S1	125-173	125-173	125-188	125-164
S2	125-154	125-154	125-184
S3	125-107	125-126	125-179
S4	125-059	125-078	125-166

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-172	126-115	125-243
R3	126-080	126-022	125-218
R2	125-308	125-308	125-209
R1	125-250	125-250	125-201	125-279
PP	125-215	125-215	125-215	125-229
S1	125-158	125-158	125-184	125-186
S2	125-122	125-122	125-176
S3	125-030	125-065	125-167
S4	124-258	124-292	125-142

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-272	125-180	0-092	0.2%	0-046	0.1%	14%	False	False	763,182
10	125-272	125-165	0-108	0.3%	0-045	0.1%	26%	False	False	691,678
20	125-318	125-165	0-152	0.4%	0-046	0.1%	18%	False	False	608,367
40	126-048	125-165	0-202	0.5%	0-045	0.1%	14%	False	False	577,622
60	126-100	125-165	0-255	0.6%	0-048	0.1%	11%	False	False	556,656
80	126-125	125-165	0-280	0.7%	0-046	0.1%	10%	False	False	417,991

Crabel Price Patterns
NR	True
NR4	False
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	0-010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-112
2.618	126-034
1.618	125-307
1.000	125-278
0.618	125-259
HIGH	125-230
0.618	125-212
0.500	125-206
0.382	125-201
LOW	125-182
0.618	125-153
1.000	125-135
1.618	125-106
2.618	125-058
4.250	124-301

Fisher Pivots for day following 30-Oct-2020
Pivot	1 day	3 day
R1	125-206	125-228
PP	125-202	125-216
S1	125-197	125-204

Download as Excel Spreadsheet

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

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