ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 28-Oct-2020

Day Change Summary
	Previous	Current
	27-Oct-2020	28-Oct-2020	Change	Change %	Previous Week
Open	126-025	126-032	0-008	0.0%	126-020
High	126-032	126-058	0-025	0.1%	126-038
Low	125-315	126-032	0-038	0.1%	125-270
Close	126-030	126-032	0-002	0.0%	125-290
Range	0-038	0-025	-0-012	-33.3%	0-088
ATR
Volume	734	314	-420	-57.2%	3,777

Daily Pivots for day following 28-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-116	126-099	126-046
R3	126-091	126-074	126-039
R2	126-066	126-066	126-037
R1	126-049	126-049	126-035	126-045
PP	126-041	126-041	126-041	126-039
S1	126-024	126-024	126-030	126-020
S2	126-016	126-016	126-028
S3	125-311	125-319	126-026
S4	125-286	125-294	126-019

Weekly Pivots for week ending 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-248	126-197	126-018
R3	126-161	126-109	125-314
R2	126-073	126-073	125-306
R1	126-022	126-022	125-298	126-004
PP	125-306	125-306	125-306	125-297
S1	125-254	125-254	125-282	125-236
S2	125-218	125-218	125-274
S3	125-131	125-167	125-266
S4	125-043	125-079	125-242

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-058	125-270	0-108	0.3%	0-034	0.1%	77%	True	False	690
10	126-110	125-270	0-160	0.4%	0-033	0.1%	52%	False	False	629

Crabel Price Patterns
NR	True
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	0-008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-164
2.618	126-123
1.618	126-098
1.000	126-082
0.618	126-073
HIGH	126-058
0.618	126-048
0.500	126-045
0.382	126-042
LOW	126-032
0.618	126-017
1.000	126-008
1.618	125-312
2.618	125-287
4.250	125-246

Fisher Pivots for day following 28-Oct-2020
Pivot	1 day	3 day
R1	126-045	126-030
PP	126-041	126-028
S1	126-037	126-026

Download as Excel Spreadsheet

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

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