ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 05-Nov-2020
Day Change Summary
Previous Current
04-Nov-2020 05-Nov-2020 Change Change % Previous Week
Open 125-242 126-055 0-132 0.3% 125-315
High 126-070 126-088 0-018 0.0% 126-058
Low 125-220 126-025 0-125 0.3% 125-282
Close 126-062 126-042 -0-020 0.0% 125-292
Range 0-170 0-062 -0-108 -63.2% 0-095
ATR 0-048 0-049 0-001 2.1% 0-000
Volume 2,053 1,027 -1,026 -50.0% 7,086
Daily Pivots for day following 05-Nov-2020
Classic Woodie Camarilla DeMark
R4 126-239 126-203 126-077
R3 126-177 126-141 126-060
R2 126-114 126-114 126-054
R1 126-078 126-078 126-048 126-065
PP 126-052 126-052 126-052 126-045
S1 126-016 126-016 126-037 126-002
S2 125-309 125-309 126-031
S3 125-247 125-273 126-025
S4 125-184 125-211 126-008
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
5 126-088 125-220 0-188 0.5% 0-074 0.2% 76% True False 1,936
10 126-088 125-220 0-188 0.5% 0-054 0.1% 76% True False 1,263
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 0-012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-033
2.618 126-251
1.618 126-189
1.000 126-150
0.618 126-126
HIGH 126-088
0.618 126-064
0.500 126-056
0.382 126-049
LOW 126-025
0.618 125-306
1.000 125-282
1.618 125-244
2.618 125-181
4.250 125-079
Fisher Pivots for day following 05-Nov-2020
Pivot 1 day 3 day
R1 126-056 126-026
PP 126-052 126-010
S1 126-047 125-314

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

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