ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 18-Nov-2020
Day Change Summary
Previous Current
17-Nov-2020 18-Nov-2020 Change Change % Previous Week
Open 125-145 125-180 0-035 0.1% 125-202
High 125-182 125-192 0-010 0.0% 125-240
Low 125-135 125-145 0-010 0.0% 125-048
Close 125-175 125-158 -0-018 0.0% 125-152
Range 0-048 0-048 0-000 0.0% 0-192
ATR 0-061 0-060 -0-001 -1.6% 0-000
Volume 640,690 836,700 196,010 30.6% 4,254,008
Daily Pivots for day following 18-Nov-2020
Classic Woodie Camarilla DeMark
R4 125-308 125-280 125-184
R3 125-260 125-232 125-171
R2 125-212 125-212 125-166
R1 125-185 125-185 125-162 125-175
PP 125-165 125-165 125-165 125-160
S1 125-138 125-138 125-153 125-128
S2 125-118 125-118 125-149
S3 125-070 125-090 125-144
S4 125-022 125-042 125-131
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
5 125-192 125-085 0-108 0.3% 0-052 0.1% 67% True False 752,466
10 125-295 125-048 0-248 0.6% 0-070 0.2% 44% False False 793,279
20 125-295 125-048 0-248 0.6% 0-064 0.2% 44% False False 789,865
40 126-048 125-048 1-000 0.8% 0-054 0.1% 34% False False 672,836
60 126-065 125-048 1-018 0.8% 0-053 0.1% 33% False False 681,746
80 126-125 125-048 1-078 1.0% 0-052 0.1% 28% False False 551,324
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0-015
Fibonacci Retracements and Extensions
4.250 126-074
2.618 125-317
1.618 125-269
1.000 125-240
0.618 125-222
HIGH 125-192
0.618 125-174
0.500 125-169
0.382 125-163
LOW 125-145
0.618 125-116
1.000 125-098
1.618 125-068
2.618 125-021
4.250 124-263
Fisher Pivots for day following 18-Nov-2020
Pivot 1 day 3 day
R1 125-169 125-159
PP 125-165 125-158
S1 125-161 125-158

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

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