ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 16-Nov-2020

Day Change Summary
	Previous	Current
	13-Nov-2020	16-Nov-2020	Change	Change %	Previous Week
Open	125-165	125-150	-0-015	0.0%	125-202
High	125-178	125-172	-0-005	0.0%	125-240
Low	125-142	125-125	-0-018	0.0%	125-048
Close	125-152	125-145	-0-008	0.0%	125-152
Range	0-035	0-048	0-012	35.7%	0-192
ATR	0-063	0-062	-0-001	-1.8%	0-000
Volume	620,679	681,303	60,624	9.8%	4,254,008

Daily Pivots for day following 16-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	125-290	125-265	125-171
R3	125-242	125-218	125-158
R2	125-195	125-195	125-154
R1	125-170	125-170	125-149	125-159
PP	125-148	125-148	125-148	125-142
S1	125-122	125-122	125-141	125-111
S2	125-100	125-100	125-136
S3	125-052	125-075	125-132
S4	125-005	125-028	125-119

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	125-178	125-048	0-130	0.3%	0-056	0.1%	75%	False	False	695,984
10	125-295	125-048	0-248	0.6%	0-082	0.2%	39%	False	False	847,946
20	125-295	125-048	0-248	0.6%	0-063	0.2%	39%	False	False	777,668
40	126-048	125-048	1-000	0.8%	0-053	0.1%	30%	False	False	660,884
60	126-065	125-048	1-018	0.8%	0-053	0.1%	29%	False	False	700,843
80	126-125	125-048	1-078	1.0%	0-052	0.1%	25%	False	False	532,932

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	0-016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-054
2.618	125-297
1.618	125-249
1.000	125-220
0.618	125-202
HIGH	125-172
0.618	125-154
0.500	125-149
0.382	125-143
LOW	125-125
0.618	125-096
1.000	125-078
1.618	125-048
2.618	125-001
4.250	124-243

Fisher Pivots for day following 16-Nov-2020
Pivot	1 day	3 day
R1	125-149	125-140
PP	125-148	125-136
S1	125-146	125-131

Download as Excel Spreadsheet

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

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