ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 12-Nov-2020

Day Change Summary
	Previous	Current
	11-Nov-2020	12-Nov-2020	Change	Change %	Previous Week
Open	125-160	125-195	0-035	0.1%	125-288
High	125-180	125-268	0-088	0.2%	126-088
Low	125-135	125-192	0-058	0.1%	125-220
Close	125-170	125-258	0-088	0.2%	125-312
Range	0-045	0-075	0-030	66.7%	0-188
ATR	0-061	0-063	0-003	4.3%	0-000
Volume	5,515	10,360	4,845	87.9%	8,231

Daily Pivots for day following 12-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-144	126-116	125-299
R3	126-069	126-041	125-278
R2	125-314	125-314	125-271
R1	125-286	125-286	125-264	125-300
PP	125-239	125-239	125-239	125-246
S1	125-211	125-211	125-251	125-225
S2	125-164	125-164	125-244
S3	125-089	125-136	125-237
S4	125-014	125-061	125-216

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	126-060	125-135	0-245	0.6%	0-092	0.2%	50%	False	False	8,183
10	126-088	125-135	0-272	0.7%	0-083	0.2%	45%	False	False	5,059
20	126-088	125-135	0-272	0.7%	0-059	0.1%	45%	False	False	2,855

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	0-015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-266
2.618	126-144
1.618	126-069
1.000	126-022
0.618	125-314
HIGH	125-268
0.618	125-239
0.500	125-230
0.382	125-221
LOW	125-192
0.618	125-146
1.000	125-118
1.618	125-071
2.618	124-316
4.250	124-194

Fisher Pivots for day following 12-Nov-2020
Pivot	1 day	3 day
R1	125-248	125-239
PP	125-239	125-220
S1	125-230	125-201

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols