ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 25-Nov-2020

Day Change Summary
	Previous	Current
	24-Nov-2020	25-Nov-2020	Change	Change %	Previous Week
Open	125-185	125-172	-0-012	0.0%	125-150
High	125-190	125-205	0-015	0.0%	125-205
Low	125-168	125-162	-0-005	0.0%	125-125
Close	125-178	125-182	0-005	0.0%	125-192
Range	0-022	0-042	0-020	88.9%	0-080
ATR	0-053	0-052	-0-001	-1.4%	0-000
Volume	2,103,648	1,297,995	-805,653	-38.3%	4,017,121

Daily Pivots for day following 25-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	125-311	125-289	125-206
R3	125-268	125-247	125-194
R2	125-226	125-226	125-190
R1	125-204	125-204	125-186	125-215
PP	125-183	125-183	125-183	125-189
S1	125-162	125-162	125-179	125-172
S2	125-141	125-141	125-175
S3	125-098	125-119	125-171
S4	125-056	125-077	125-159

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-094	126-063	125-236
R3	126-014	125-303	125-214
R2	125-254	125-254	125-207
R1	125-223	125-223	125-200	125-239
PP	125-174	125-174	125-174	125-182
S1	125-143	125-143	125-185	125-159
S2	125-094	125-094	125-178
S3	125-014	125-063	125-170
S4	124-254	124-303	125-148

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-205	125-160	0-045	0.1%	0-032	0.1%	50%	True	False	1,551,647
10	125-205	125-085	0-120	0.3%	0-042	0.1%	81%	True	False	1,152,057
20	125-295	125-048	0-248	0.6%	0-061	0.2%	55%	False	False	1,022,301
40	126-035	125-048	0-308	0.8%	0-054	0.1%	44%	False	False	798,445
60	126-065	125-048	1-018	0.8%	0-050	0.1%	40%	False	False	710,689
80	126-122	125-048	1-075	1.0%	0-052	0.1%	34%	False	False	648,173
100	126-125	125-048	1-078	1.0%	0-049	0.1%	34%	False	False	518,879

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-009
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	126-066
2.618	125-316
1.618	125-274
1.000	125-248
0.618	125-231
HIGH	125-205
0.618	125-189
0.500	125-184
0.382	125-179
LOW	125-162
0.618	125-136
1.000	125-120
1.618	125-094
2.618	125-051
4.250	124-302

Fisher Pivots for day following 25-Nov-2020
Pivot	1 day	3 day
R1	125-184	125-184
PP	125-183	125-183
S1	125-183	125-183

Download as Excel Spreadsheet

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

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