ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 19-Nov-2020
Day Change Summary
Previous Current
18-Nov-2020 19-Nov-2020 Change Change % Previous Week
Open 125-180 125-160 -0-020 0.0% 125-202
High 125-192 125-195 0-002 0.0% 125-240
Low 125-145 125-160 0-015 0.0% 125-048
Close 125-158 125-178 0-020 0.0% 125-152
Range 0-048 0-035 -0-012 -26.3% 0-192
ATR 0-060 0-059 -0-002 -2.7% 0-000
Volume 836,700 901,980 65,280 7.8% 4,254,008
Daily Pivots for day following 19-Nov-2020
Classic Woodie Camarilla DeMark
R4 125-282 125-265 125-197
R3 125-248 125-230 125-187
R2 125-212 125-212 125-184
R1 125-195 125-195 125-181 125-204
PP 125-178 125-178 125-178 125-182
S1 125-160 125-160 125-174 125-169
S2 125-142 125-142 125-171
S3 125-108 125-125 125-168
S4 125-072 125-090 125-158
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
5 125-195 125-125 0-070 0.2% 0-042 0.1% 75% True False 736,270
10 125-272 125-048 0-225 0.6% 0-067 0.2% 58% False False 807,348
20 125-295 125-048 0-248 0.6% 0-063 0.2% 53% False False 799,877
40 126-048 125-048 1-000 0.8% 0-054 0.1% 41% False False 682,102
60 126-065 125-048 1-018 0.8% 0-053 0.1% 39% False False 663,064
80 126-125 125-048 1-078 1.0% 0-052 0.1% 33% False False 562,550
Crabel Price Patterns
NR True
NR4 True
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 0-012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-024
2.618 125-287
1.618 125-252
1.000 125-230
0.618 125-217
HIGH 125-195
0.618 125-182
0.500 125-178
0.382 125-173
LOW 125-160
0.618 125-138
1.000 125-125
1.618 125-103
2.618 125-068
4.250 125-011
Fisher Pivots for day following 19-Nov-2020
Pivot 1 day 3 day
R1 125-178 125-173
PP 125-178 125-169
S1 125-178 125-165

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

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