ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 12-Nov-2020
Day Change Summary
Previous Current
11-Nov-2020 12-Nov-2020 Change Change % Previous Week
Open 125-078 125-085 0-008 0.0% 125-190
High 125-092 125-170 0-078 0.2% 125-295
Low 125-048 125-085 0-038 0.1% 125-122
Close 125-080 125-160 0-080 0.2% 125-210
Range 0-045 0-085 0-040 88.9% 0-172
ATR 0-064 0-066 0-002 2.9% 0-000
Volume 218,716 982,961 764,245 349.4% 4,277,387
Daily Pivots for day following 12-Nov-2020
Classic Woodie Camarilla DeMark
R4 126-073 126-042 125-207
R3 125-308 125-277 125-183
R2 125-223 125-223 125-176
R1 125-192 125-192 125-168 125-208
PP 125-138 125-138 125-138 125-146
S1 125-107 125-107 125-152 125-122
S2 125-053 125-053 125-144
S3 124-288 125-022 125-137
S4 124-203 124-257 125-113
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
5 125-272 125-048 0-225 0.6% 0-092 0.2% 50% False False 878,425
10 125-295 125-048 0-248 0.6% 0-082 0.2% 45% False False 897,305
20 125-295 125-048 0-248 0.6% 0-063 0.2% 45% False False 765,209
40 126-048 125-048 1-000 0.8% 0-053 0.1% 35% False False 649,829
60 126-065 125-048 1-018 0.8% 0-053 0.1% 33% False False 684,491
80 126-125 125-048 1-078 1.0% 0-052 0.1% 28% False False 516,741
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 0-015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-211
2.618 126-073
1.618 125-308
1.000 125-255
0.618 125-223
HIGH 125-170
0.618 125-138
0.500 125-128
0.382 125-117
LOW 125-085
0.618 125-032
1.000 125-000
1.618 124-267
2.618 124-182
4.250 124-044
Fisher Pivots for day following 12-Nov-2020
Pivot 1 day 3 day
R1 125-149 125-143
PP 125-138 125-126
S1 125-128 125-109

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

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