ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 10-Nov-2020

Day Change Summary
	Previous	Current
	09-Nov-2020	10-Nov-2020	Change	Change %	Previous Week
Open	125-310	125-212	-0-098	-0.2%	125-288
High	126-025	125-218	-0-128	-0.3%	126-088
Low	125-150	125-155	0-005	0.0%	125-220
Close	125-178	125-155	-0-022	-0.1%	125-312
Range	0-195	0-062	-0-132	-67.9%	0-188
ATR	0-062	0-062	0-000	0.1%	0-000
Volume	4,852	17,291	12,439	256.4%	8,231

Daily Pivots for day following 10-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-043	126-002	125-189
R3	125-301	125-259	125-172
R2	125-238	125-238	125-166
R1	125-197	125-197	125-161	125-186
PP	125-176	125-176	125-176	125-171
S1	125-134	125-134	125-149	125-124
S2	125-113	125-113	125-144
S3	125-051	125-072	125-138
S4	124-308	125-009	125-121

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%	0-114	0.3%	2%	False	False	5,624
10	126-088	125-150	0-258	0.6%	0-080	0.2%	2%	False	False	3,606

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-163
2.618	126-061
1.618	125-319
1.000	125-280
0.618	125-256
HIGH	125-218
0.618	125-194
0.500	125-186
0.382	125-179
LOW	125-155
0.618	125-116
1.000	125-092
1.618	125-054
2.618	124-311
4.250	124-209

Fisher Pivots for day following 10-Nov-2020
Pivot	1 day	3 day
R1	125-186	125-265
PP	125-176	125-228
S1	125-165	125-192

Download as Excel Spreadsheet

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

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