ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 09-Nov-2020
Day Change Summary
Previous Current
06-Nov-2020 09-Nov-2020 Change Change % Previous Week
Open 125-268 125-202 -0-065 -0.2% 125-190
High 125-272 125-240 -0-032 -0.1% 125-295
Low 125-188 125-060 -0-128 -0.3% 125-122
Close 125-210 125-088 -0-122 -0.3% 125-210
Range 0-085 0-180 0-095 111.8% 0-172
ATR 0-056 0-065 0-009 15.7% 0-000
Volume 758,799 1,455,387 696,588 91.8% 4,277,387
Daily Pivots for day following 09-Nov-2020
Classic Woodie Camarilla DeMark
R4 127-029 126-238 125-186
R3 126-169 126-058 125-137
R2 125-309 125-309 125-120
R1 125-198 125-198 125-104 125-164
PP 125-129 125-129 125-129 125-112
S1 125-018 125-018 125-071 124-304
S2 124-269 124-269 125-054
S3 124-089 124-158 125-038
S4 123-229 123-298 124-308
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
5 125-295 125-060 0-235 0.6% 0-108 0.3% 12% False True 999,908
10 125-295 125-060 0-235 0.6% 0-076 0.2% 12% False True 907,438
20 125-310 125-060 0-250 0.6% 0-060 0.1% 11% False True 730,853
40 126-048 125-060 0-308 0.8% 0-051 0.1% 9% False True 631,384
60 126-065 125-060 1-005 0.8% 0-052 0.1% 8% False True 650,622
80 126-125 125-060 1-065 1.0% 0-051 0.1% 7% False True 489,580
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 89 trading days
Fibonacci Retracements and Extensions
4.250 128-045
2.618 127-071
1.618 126-211
1.000 126-100
0.618 126-031
HIGH 125-240
0.618 125-171
0.500 125-150
0.382 125-129
LOW 125-060
0.618 124-269
1.000 124-200
1.618 124-089
2.618 123-229
4.250 122-255
Fisher Pivots for day following 09-Nov-2020
Pivot 1 day 3 day
R1 125-150 125-178
PP 125-129 125-148
S1 125-108 125-118

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

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