ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 29-Oct-2020

Day Change Summary
	Previous	Current
	28-Oct-2020	29-Oct-2020	Change	Change %	Previous Week
Open	126-032	126-030	-0-002	0.0%	126-020
High	126-058	126-045	-0-012	0.0%	126-038
Low	126-032	125-302	-0-050	-0.1%	125-270
Close	126-032	125-310	-0-042	-0.1%	125-290
Range	0-025	0-062	0-038	150.0%	0-088
ATR
Volume	314	1,030	716	228.0%	3,777

Daily Pivots for day following 29-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-193	126-154	126-024
R3	126-131	126-092	126-007
R2	126-068	126-068	126-001
R1	126-029	126-029	125-316	126-018
PP	126-006	126-006	126-006	126-000
S1	125-287	125-287	125-304	125-275
S2	125-263	125-263	125-299
S3	125-201	125-224	125-293
S4	125-138	125-162	125-276

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	125-272	0-105	0.3%	0-035	0.1%	36%	False	False	590
10	126-080	125-270	0-130	0.3%	0-035	0.1%	31%	False	False	651

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-008
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	126-311
2.618	126-209
1.618	126-146
1.000	126-108
0.618	126-084
HIGH	126-045
0.618	126-021
0.500	126-014
0.382	126-006
LOW	125-302
0.618	125-264
1.000	125-240
1.618	125-201
2.618	125-139
4.250	125-037

Fisher Pivots for day following 29-Oct-2020
Pivot	1 day	3 day
R1	126-014	126-020
PP	126-006	126-010
S1	125-318	126-000

Download as Excel Spreadsheet

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

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