ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 13-Nov-2020

Day Change Summary
	Previous	Current
	12-Nov-2020	13-Nov-2020	Change	Change %	Previous Week
Open	125-085	125-165	0-080	0.2%	125-202
High	125-170	125-178	0-008	0.0%	125-240
Low	125-085	125-142	0-058	0.1%	125-048
Close	125-160	125-152	-0-008	0.0%	125-152
Range	0-085	0-035	-0-050	-58.8%	0-192
ATR	0-066	0-063	-0-002	-3.3%	0-000
Volume	982,961	620,679	-362,282	-36.9%	4,254,008

Daily Pivots for day following 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	125-262	125-242	125-172
R3	125-228	125-208	125-162
R2	125-192	125-192	125-159
R1	125-172	125-172	125-156	125-165
PP	125-158	125-158	125-158	125-154
S1	125-138	125-138	125-149	125-130
S2	125-122	125-122	125-146
S3	125-088	125-102	125-143
S4	125-052	125-068	125-133

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	127-084	126-311	125-258
R3	126-212	126-118	125-205
R2	126-019	126-019	125-188
R1	125-246	125-246	125-170	125-196
PP	125-147	125-147	125-147	125-122
S1	125-053	125-053	125-135	125-004
S2	124-274	124-274	125-117
S3	124-082	124-181	125-100
S4	123-209	123-308	125-047

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-240	125-048	0-192	0.5%	0-082	0.2%	55%	False	False	850,801
10	125-295	125-048	0-248	0.6%	0-081	0.2%	42%	False	False	853,139
20	125-295	125-048	0-248	0.6%	0-063	0.2%	42%	False	False	772,409
40	126-048	125-048	1-000	0.8%	0-053	0.1%	33%	False	False	655,255
60	126-065	125-048	1-018	0.8%	0-053	0.1%	31%	False	False	693,424
80	126-125	125-048	1-078	1.0%	0-052	0.1%	26%	False	False	524,443

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	0-014
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	126-006
2.618	125-269
1.618	125-234
1.000	125-212
0.618	125-199
HIGH	125-178
0.618	125-164
0.500	125-160
0.382	125-156
LOW	125-142
0.618	125-121
1.000	125-108
1.618	125-086
2.618	125-051
4.250	124-314

Fisher Pivots for day following 13-Nov-2020
Pivot	1 day	3 day
R1	125-160	125-139
PP	125-158	125-126
S1	125-155	125-112

Download as Excel Spreadsheet

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

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