ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 06-Nov-2020

Day Change Summary
	Previous	Current
	05-Nov-2020	06-Nov-2020	Change	Change %	Previous Week
Open	125-268	125-268	0-000	0.0%	125-190
High	125-295	125-272	-0-022	-0.1%	125-295
Low	125-235	125-188	-0-048	-0.1%	125-122
Close	125-252	125-210	-0-042	-0.1%	125-210
Range	0-060	0-085	0-025	41.7%	0-172
ATR	0-054	0-056	0-002	4.1%	0-000
Volume	761,296	758,799	-2,497	-0.3%	4,277,387

Daily Pivots for day following 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-158	126-109	125-257
R3	126-073	126-024	125-233
R2	125-308	125-308	125-226
R1	125-259	125-259	125-218	125-241
PP	125-223	125-223	125-223	125-214
S1	125-174	125-174	125-202	125-156
S2	125-138	125-138	125-194
S3	125-053	125-089	125-187
S4	124-288	125-004	125-163

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	127-087	127-001	125-305
R3	126-234	126-148	125-257
R2	126-062	126-062	125-242
R1	125-296	125-296	125-226	126-019
PP	125-209	125-209	125-209	125-231
S1	125-123	125-123	125-194	125-166
S2	125-037	125-037	125-178
S3	124-184	124-271	125-163
S4	124-012	124-098	125-115

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%	0-080	0.2%	51%	False	False	855,477
10	125-295	125-122	0-172	0.4%	0-063	0.2%	51%	False	False	809,329
20	125-310	125-122	0-188	0.5%	0-051	0.1%	47%	False	False	663,027
40	126-048	125-122	0-245	0.6%	0-047	0.1%	36%	False	False	604,373
60	126-065	125-122	0-262	0.7%	0-050	0.1%	33%	False	False	626,526
80	126-125	125-122	1-002	0.8%	0-049	0.1%	27%	False	False	471,397

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	0-011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-314
2.618	126-175
1.618	126-090
1.000	126-038
0.618	126-005
HIGH	125-272
0.618	125-240
0.500	125-230
0.382	125-220
LOW	125-188
0.618	125-135
1.000	125-102
1.618	125-050
2.618	124-285
4.250	124-146

Fisher Pivots for day following 06-Nov-2020
Pivot	1 day	3 day
R1	125-230	125-210
PP	125-223	125-209
S1	125-217	125-209

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols