ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 30-Oct-2020

Day Change Summary
	Previous	Current
	29-Oct-2020	30-Oct-2020	Change	Change %	Previous Week
Open	126-030	125-298	-0-052	-0.1%	125-315
High	126-045	126-012	-0-032	-0.1%	126-058
Low	125-302	125-282	-0-020	0.0%	125-282
Close	125-310	125-292	-0-018	0.0%	125-292
Range	0-062	0-050	-0-012	-20.0%	0-095
ATR
Volume	1,030	4,348	3,318	322.1%	7,086

Daily Pivots for day following 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-132	126-102	126-000
R3	126-082	126-052	125-306
R2	126-032	126-032	125-302
R1	126-002	126-002	125-297	125-312
PP	125-302	125-302	125-302	125-298
S1	125-272	125-272	125-288	125-262
S2	125-252	125-252	125-283
S3	125-202	125-222	125-279
S4	125-152	125-172	125-265

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-282	126-222	126-025
R3	126-188	126-128	125-319
R2	126-092	126-092	125-310
R1	126-032	126-032	125-301	126-015
PP	125-318	125-318	125-318	125-309
S1	125-258	125-258	125-284	125-240
S2	125-222	125-222	125-275
S3	125-128	125-162	125-266
S4	125-032	125-068	125-240

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-058	125-282	0-095	0.2%	0-038	0.1%	11%	False	True	1,417
10	126-058	125-270	0-108	0.3%	0-037	0.1%	21%	False	False	1,086

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	0-009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-225
2.618	126-143
1.618	126-093
1.000	126-062
0.618	126-043
HIGH	126-012
0.618	125-313
0.500	125-308
0.382	125-302
LOW	125-282
0.618	125-252
1.000	125-232
1.618	125-202
2.618	125-152
4.250	125-070

Fisher Pivots for day following 30-Oct-2020
Pivot	1 day	3 day
R1	125-308	126-010
PP	125-302	125-318
S1	125-298	125-305

Download as Excel Spreadsheet

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

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