ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 09-Nov-2020

Day Change Summary
	Previous	Current
	06-Nov-2020	09-Nov-2020	Change	Change %	Previous Week
Open	126-052	125-310	-0-062	-0.2%	125-288
High	126-060	126-025	-0-035	-0.1%	126-088
Low	125-298	125-150	-0-148	-0.4%	125-220
Close	125-312	125-178	-0-135	-0.3%	125-312
Range	0-082	0-195	0-112	136.4%	0-188
ATR	0-052	0-062	0-010	19.8%	0-000
Volume	2,898	4,852	1,954	67.4%	8,231

Daily Pivots for day following 09-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	127-169	127-048	125-285
R3	126-294	126-173	125-231
R2	126-099	126-099	125-213
R1	125-298	125-298	125-195	125-261
PP	125-224	125-224	125-224	125-206
S1	125-103	125-103	125-160	125-066
S2	125-029	125-029	125-142
S3	124-154	124-228	125-124
S4	123-279	124-033	125-070

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	125-150	0-258	0.6%	0-112	0.3%	11%	False	True	2,253
10	126-088	125-150	0-258	0.6%	0-077	0.2%	11%	False	True	1,950

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	128-214
2.618	127-216
1.618	127-021
1.000	126-220
0.618	126-146
HIGH	126-025
0.618	125-271
0.500	125-248
0.382	125-224
LOW	125-150
0.618	125-029
1.000	124-275
1.618	124-154
2.618	123-279
4.250	122-281

Fisher Pivots for day following 09-Nov-2020
Pivot	1 day	3 day
R1	125-248	125-279
PP	125-224	125-245
S1	125-201	125-211

Download as Excel Spreadsheet

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

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