ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 04-Nov-2020
Day Change Summary
Previous Current
03-Nov-2020 04-Nov-2020 Change Change % Previous Week
Open 125-280 125-242 -0-038 -0.1% 125-315
High 125-295 126-070 0-095 0.2% 126-058
Low 125-242 125-220 -0-022 -0.1% 125-282
Close 125-270 126-062 0-112 0.3% 125-292
Range 0-052 0-170 0-118 223.8% 0-095
ATR 0-039 0-048 0-009 23.9% 0-000
Volume 436 2,053 1,617 370.9% 7,086
Daily Pivots for day following 04-Nov-2020
Classic Woodie Camarilla DeMark
R4 127-201 127-142 126-156
R3 127-031 126-292 126-109
R2 126-181 126-181 126-094
R1 126-122 126-122 126-078 126-151
PP 126-011 126-011 126-011 126-026
S1 125-272 125-272 126-047 125-301
S2 125-161 125-161 126-031
S3 124-311 125-102 126-016
S4 124-141 124-252 125-289
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
5 126-070 125-220 0-170 0.4% 0-074 0.2% 96% True True 1,936
10 126-070 125-220 0-170 0.4% 0-054 0.1% 96% True True 1,313
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 128-152
2.618 127-195
1.618 127-025
1.000 126-240
0.618 126-175
HIGH 126-070
0.618 126-005
0.500 125-305
0.382 125-285
LOW 125-220
0.618 125-115
1.000 125-050
1.618 124-265
2.618 124-095
4.250 123-138
Fisher Pivots for day following 04-Nov-2020
Pivot 1 day 3 day
R1 126-037 126-037
PP 126-011 126-011
S1 125-305 125-305

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

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