ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 05-Nov-2020
Day Change Summary
Previous Current
04-Nov-2020 05-Nov-2020 Change Change % Previous Week
Open 125-150 125-268 0-118 0.3% 125-180
High 125-282 125-295 0-012 0.0% 125-272
Low 125-122 125-235 0-112 0.3% 125-180
Close 125-275 125-252 -0-022 -0.1% 125-192
Range 0-160 0-060 -0-100 -62.5% 0-092
ATR 0-054 0-054 0-000 0.8% 0-000
Volume 1,353,635 761,296 -592,339 -43.8% 3,815,912
Daily Pivots for day following 05-Nov-2020
Classic Woodie Camarilla DeMark
R4 126-121 126-087 125-286
R3 126-061 126-027 125-269
R2 126-001 126-001 125-264
R1 125-287 125-287 125-258 125-274
PP 125-261 125-261 125-261 125-254
S1 125-227 125-227 125-247 125-214
S2 125-201 125-201 125-242
S3 125-141 125-167 125-236
S4 125-081 125-107 125-220
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
5 125-295 125-122 0-172 0.4% 0-072 0.2% 75% True False 916,185
10 125-295 125-122 0-172 0.4% 0-058 0.1% 75% True False 792,407
20 125-310 125-122 0-188 0.5% 0-049 0.1% 69% False False 653,282
40 126-048 125-122 0-245 0.6% 0-046 0.1% 53% False False 597,933
60 126-065 125-122 0-262 0.7% 0-049 0.1% 50% False False 614,173
80 126-125 125-122 1-002 0.8% 0-048 0.1% 40% False False 461,950
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 0-012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-230
2.618 126-132
1.618 126-072
1.000 126-035
0.618 126-012
HIGH 125-295
0.618 125-272
0.500 125-265
0.382 125-258
LOW 125-235
0.618 125-198
1.000 125-175
1.618 125-138
2.618 125-078
4.250 124-300
Fisher Pivots for day following 05-Nov-2020
Pivot 1 day 3 day
R1 125-265 125-238
PP 125-261 125-223
S1 125-257 125-209

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

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