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

Download as Excel Spreadsheet

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

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