ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 11-Nov-2020

Day Change Summary
	Previous	Current
	10-Nov-2020	11-Nov-2020	Change	Change %	Previous Week
Open	125-212	125-160	-0-052	-0.1%	125-288
High	125-218	125-180	-0-038	-0.1%	126-088
Low	125-155	125-135	-0-020	0.0%	125-220
Close	125-155	125-170	0-015	0.0%	125-312
Range	0-062	0-045	-0-018	-28.0%	0-188
ATR	0-062	0-061	-0-001	-2.0%	0-000
Volume	17,291	5,515	-11,776	-68.1%	8,231

Daily Pivots for day following 11-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	125-297	125-278	125-195
R3	125-252	125-233	125-182
R2	125-207	125-207	125-178
R1	125-188	125-188	125-174	125-198
PP	125-162	125-162	125-162	125-166
S1	125-143	125-143	125-166	125-152
S2	125-117	125-117	125-162
S3	125-072	125-098	125-158
S4	125-027	125-053	125-145

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	125-135	0-272	0.7%	0-090	0.2%	13%	False	True	6,316
10	126-088	125-135	0-272	0.7%	0-082	0.2%	13%	False	True	4,126
20	126-110	125-135	0-295	0.7%	0-057	0.1%	12%	False	True	2,377

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-016
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	126-051
2.618	125-298
1.618	125-253
1.000	125-225
0.618	125-208
HIGH	125-180
0.618	125-163
0.500	125-158
0.382	125-152
LOW	125-135
0.618	125-107
1.000	125-090
1.618	125-062
2.618	125-017
4.250	124-264

Fisher Pivots for day following 11-Nov-2020
Pivot	1 day	3 day
R1	125-166	125-240
PP	125-162	125-217
S1	125-158	125-193

Download as Excel Spreadsheet

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

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