ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 17-Nov-2020

Day Change Summary
	Previous	Current
	16-Nov-2020	17-Nov-2020	Change	Change %	Previous Week
Open	125-240	125-248	0-008	0.0%	125-310
High	125-270	125-282	0-012	0.0%	126-025
Low	125-220	125-235	0-015	0.0%	125-135
Close	125-240	125-272	0-032	0.1%	125-252
Range	0-050	0-048	-0-002	-5.0%	0-210
ATR	0-061	0-060	-0-001	-1.6%	0-000
Volume	27,933	14,799	-13,134	-47.0%	47,588

Daily Pivots for day following 17-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-086	126-067	125-299
R3	126-038	126-019	125-286
R2	125-311	125-311	125-281
R1	125-292	125-292	125-277	125-301
PP	125-263	125-263	125-263	125-268
S1	125-244	125-244	125-268	125-254
S2	125-216	125-216	125-264
S3	125-168	125-197	125-259
S4	125-121	125-149	125-246

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	125-282	125-135	0-148	0.4%	0-051	0.1%	93%	True	False	13,635
10	126-088	125-135	0-272	0.7%	0-083	0.2%	50%	False	False	9,629
20	126-088	125-135	0-272	0.7%	0-062	0.2%	50%	False	False	5,388

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-164
2.618	126-087
1.618	126-039
1.000	126-010
0.618	125-312
HIGH	125-282
0.618	125-264
0.500	125-259
0.382	125-253
LOW	125-235
0.618	125-206
1.000	125-188
1.618	125-158
2.618	125-111
4.250	125-033

Fisher Pivots for day following 17-Nov-2020
Pivot	1 day	3 day
R1	125-268	125-265
PP	125-263	125-258
S1	125-259	125-251

Download as Excel Spreadsheet

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

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