ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 03-Nov-2020
Day Change Summary
Previous Current
02-Nov-2020 03-Nov-2020 Change Change % Previous Week
Open 125-288 125-280 -0-008 0.0% 125-315
High 126-000 125-295 -0-025 -0.1% 126-058
Low 125-288 125-242 -0-045 -0.1% 125-282
Close 125-290 125-270 -0-020 0.0% 125-292
Range 0-032 0-052 0-020 61.5% 0-095
ATR 0-038 0-039 0-001 2.7% 0-000
Volume 1,817 436 -1,381 -76.0% 7,086
Daily Pivots for day following 03-Nov-2020
Classic Woodie Camarilla DeMark
R4 126-107 126-081 125-299
R3 126-054 126-028 125-284
R2 126-002 126-002 125-280
R1 125-296 125-296 125-275 125-282
PP 125-269 125-269 125-269 125-262
S1 125-243 125-243 125-265 125-230
S2 125-217 125-217 125-260
S3 125-164 125-191 125-256
S4 125-112 125-138 125-241
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
5 126-058 125-242 0-135 0.3% 0-044 0.1% 20% False True 1,589
10 126-058 125-242 0-135 0.3% 0-041 0.1% 20% False True 1,148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-198
2.618 126-112
1.618 126-060
1.000 126-028
0.618 126-007
HIGH 125-295
0.618 125-275
0.500 125-269
0.382 125-263
LOW 125-242
0.618 125-210
1.000 125-190
1.618 125-158
2.618 125-105
4.250 125-019
Fisher Pivots for day following 03-Nov-2020
Pivot 1 day 3 day
R1 125-270 125-288
PP 125-269 125-282
S1 125-269 125-276

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

View Archives - Comment on this page... - Back to Index of Symbols