ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 11-Nov-2020
Day Change Summary
Previous Current
10-Nov-2020 11-Nov-2020 Change Change % Previous Week
Open 125-118 125-078 -0-040 -0.1% 125-190
High 125-128 125-092 -0-035 -0.1% 125-295
Low 125-062 125-048 -0-015 0.0% 125-122
Close 125-068 125-080 0-012 0.0% 125-210
Range 0-065 0-045 -0-020 -30.8% 0-172
ATR 0-065 0-064 -0-001 -2.2% 0-000
Volume 976,265 218,716 -757,549 -77.6% 4,277,387
Daily Pivots for day following 11-Nov-2020
Classic Woodie Camarilla DeMark
R4 125-208 125-189 125-105
R3 125-163 125-144 125-092
R2 125-118 125-118 125-088
R1 125-099 125-099 125-084 125-109
PP 125-073 125-073 125-073 125-078
S1 125-054 125-054 125-076 125-064
S2 125-028 125-028 125-072
S3 124-303 125-009 125-068
S4 124-258 124-284 125-055
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
5 125-295 125-048 0-248 0.6% 0-087 0.2% 13% False True 834,092
10 125-295 125-048 0-248 0.6% 0-080 0.2% 13% False True 892,546
20 125-310 125-048 0-262 0.7% 0-061 0.2% 12% False True 740,525
40 126-048 125-048 1-000 0.8% 0-052 0.1% 10% False True 639,010
60 126-065 125-048 1-018 0.8% 0-052 0.1% 10% False True 669,979
80 126-125 125-048 1-078 1.0% 0-051 0.1% 8% False True 504,495
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-016
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 125-284
2.618 125-210
1.618 125-165
1.000 125-138
0.618 125-120
HIGH 125-092
0.618 125-075
0.500 125-070
0.382 125-065
LOW 125-048
0.618 125-020
1.000 125-002
1.618 124-295
2.618 124-250
4.250 124-176
Fisher Pivots for day following 11-Nov-2020
Pivot 1 day 3 day
R1 125-077 125-144
PP 125-073 125-122
S1 125-070 125-101

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

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