ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 03-Nov-2020

Day Change Summary
	Previous	Current
	02-Nov-2020	03-Nov-2020	Change	Change %	Previous Week
Open	125-190	125-198	0-008	0.0%	125-180
High	125-225	125-198	-0-028	-0.1%	125-272
Low	125-185	125-145	-0-040	-0.1%	125-180
Close	125-192	125-172	-0-020	0.0%	125-192
Range	0-040	0-052	0-012	31.3%	0-092
ATR	0-045	0-046	0-001	1.2%	0-000
Volume	733,231	670,426	-62,805	-8.6%	3,815,912

Daily Pivots for day following 03-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-009	125-303	125-201
R3	125-277	125-251	125-187
R2	125-224	125-224	125-182
R1	125-198	125-198	125-177	125-185
PP	125-172	125-172	125-172	125-165
S1	125-146	125-146	125-168	125-132
S2	125-119	125-119	125-163
S3	125-067	125-093	125-158
S4	125-014	125-041	125-144

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	125-145	0-128	0.3%	0-047	0.1%	22%	False	True	854,076
10	125-272	125-145	0-128	0.3%	0-047	0.1%	22%	False	True	719,103
20	125-310	125-145	0-165	0.4%	0-043	0.1%	17%	False	True	605,154
40	126-048	125-145	0-222	0.6%	0-043	0.1%	12%	False	True	577,046
60	126-065	125-145	0-240	0.6%	0-048	0.1%	11%	False	True	579,738
80	126-125	125-145	0-300	0.7%	0-046	0.1%	9%	False	True	435,535

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	0-008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-101
2.618	126-015
1.618	125-282
1.000	125-250
0.618	125-230
HIGH	125-198
0.618	125-177
0.500	125-171
0.382	125-165
LOW	125-145
0.618	125-113
1.000	125-092
1.618	125-060
2.618	125-008
4.250	124-242

Fisher Pivots for day following 03-Nov-2020
Pivot	1 day	3 day
R1	125-172	125-188
PP	125-172	125-182
S1	125-171	125-178

Download as Excel Spreadsheet

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

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