ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 02-Nov-2020
Day Change Summary
Previous Current
30-Oct-2020 02-Nov-2020 Change Change % Previous Week
Open 125-210 125-190 -0-020 0.0% 125-180
High 125-230 125-225 -0-005 0.0% 125-272
Low 125-182 125-185 0-002 0.0% 125-180
Close 125-192 125-192 0-000 0.0% 125-192
Range 0-048 0-040 -0-008 -15.8% 0-092
ATR 0-045 0-045 0-000 -0.8% 0-000
Volume 1,062,337 733,231 -329,106 -31.0% 3,815,912
Daily Pivots for day following 02-Nov-2020
Classic Woodie Camarilla DeMark
R4 126-001 125-297 125-214
R3 125-281 125-257 125-204
R2 125-241 125-241 125-200
R1 125-217 125-217 125-196 125-229
PP 125-201 125-201 125-201 125-207
S1 125-177 125-177 125-189 125-189
S2 125-161 125-161 125-185
S3 125-121 125-137 125-182
S4 125-081 125-097 125-170
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
5 125-272 125-182 0-090 0.2% 0-044 0.1% 11% False False 814,969
10 125-272 125-165 0-108 0.3% 0-045 0.1% 26% False False 707,389
20 125-310 125-165 0-145 0.4% 0-043 0.1% 19% False False 612,889
40 126-048 125-165 0-202 0.5% 0-043 0.1% 14% False False 577,146
60 126-088 125-165 0-242 0.6% 0-048 0.1% 11% False False 568,829
80 126-125 125-165 0-280 0.7% 0-046 0.1% 10% False False 427,155
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-075
2.618 126-010
1.618 125-290
1.000 125-265
0.618 125-250
HIGH 125-225
0.618 125-210
0.500 125-205
0.382 125-200
LOW 125-185
0.618 125-160
1.000 125-145
1.618 125-120
2.618 125-080
4.250 125-015
Fisher Pivots for day following 02-Nov-2020
Pivot 1 day 3 day
R1 125-205 125-221
PP 125-201 125-212
S1 125-197 125-202

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

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