ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 13-Nov-2020

Day Change Summary
	Previous	Current
	12-Nov-2020	13-Nov-2020	Change	Change %	Previous Week
Open	125-195	125-265	0-070	0.2%	125-310
High	125-268	125-280	0-012	0.0%	126-025
Low	125-192	125-242	0-050	0.1%	125-135
Close	125-258	125-252	-0-005	0.0%	125-252
Range	0-075	0-038	-0-038	-50.0%	0-210
ATR	0-063	0-062	-0-002	-2.9%	0-000
Volume	10,360	9,570	-790	-7.6%	47,588

Daily Pivots for day following 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-051	126-029	125-273
R3	126-013	125-312	125-263
R2	125-296	125-296	125-259
R1	125-274	125-274	125-256	125-266
PP	125-258	125-258	125-258	125-254
S1	125-237	125-237	125-249	125-229
S2	125-221	125-221	125-246
S3	125-183	125-199	125-242
S4	125-146	125-162	125-232

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	127-234	127-133	126-048
R3	127-024	126-243	125-310
R2	126-134	126-134	125-291
R1	126-033	126-033	125-272	125-299
PP	125-244	125-244	125-244	125-217
S1	125-143	125-143	125-233	125-089
S2	125-034	125-034	125-214
S3	124-144	124-253	125-195
S4	123-254	124-043	125-137

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-025	125-135	0-210	0.5%	0-083	0.2%	56%	False	False	9,517
10	126-088	125-135	0-272	0.7%	0-082	0.2%	43%	False	False	5,581
20	126-088	125-135	0-272	0.7%	0-059	0.1%	43%	False	False	3,334

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	0-015
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	126-119
2.618	126-058
1.618	126-021
1.000	125-318
0.618	125-303
HIGH	125-280
0.618	125-266
0.500	125-261
0.382	125-257
LOW	125-242
0.618	125-219
1.000	125-205
1.618	125-182
2.618	125-144
4.250	125-083

Fisher Pivots for day following 13-Nov-2020
Pivot	1 day	3 day
R1	125-261	125-238
PP	125-258	125-222
S1	125-255	125-208

Download as Excel Spreadsheet

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

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