ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 06-Nov-2020

Day Change Summary
	Previous	Current
	05-Nov-2020	06-Nov-2020	Change	Change %	Previous Week
Open	126-055	126-052	-0-002	0.0%	125-288
High	126-088	126-060	-0-028	-0.1%	126-088
Low	126-025	125-298	-0-048	-0.1%	125-220
Close	126-042	125-312	-0-050	-0.1%	125-312
Range	0-062	0-082	0-020	32.0%	0-188
ATR	0-049	0-052	0-002	4.8%	0-000
Volume	1,027	2,898	1,871	182.2%	8,231

Daily Pivots for day following 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-258	126-208	126-038
R3	126-175	126-125	126-015
R2	126-092	126-092	126-008
R1	126-042	126-042	126-000	126-026
PP	126-010	126-010	126-010	126-002
S1	125-280	125-280	125-305	125-264
S2	125-248	125-248	125-297
S3	125-165	125-198	125-290
S4	125-082	125-115	125-267

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	127-236	127-142	126-096
R3	127-048	126-274	126-044
R2	126-181	126-181	126-027
R1	126-087	126-087	126-010	126-134
PP	125-313	125-313	125-313	126-017
S1	125-219	125-219	125-295	125-266
S2	125-126	125-126	125-278
S3	124-258	125-032	125-261
S4	124-071	124-164	125-209

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%	0-080	0.2%	49%	False	False	1,646
10	126-088	125-220	0-188	0.5%	0-059	0.1%	49%	False	False	1,531

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	0-011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-091
2.618	126-276
1.618	126-193
1.000	126-142
0.618	126-111
HIGH	126-060
0.618	126-028
0.500	126-019
0.382	126-009
LOW	125-298
0.618	125-247
1.000	125-215
1.618	125-164
2.618	125-082
4.250	124-267

Fisher Pivots for day following 06-Nov-2020
Pivot	1 day	3 day
R1	126-019	125-314
PP	126-010	125-313
S1	126-001	125-313

Download as Excel Spreadsheet

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

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