ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 18-Nov-2020

Day Change Summary
	Previous	Current
	17-Nov-2020	18-Nov-2020	Change	Change %	Previous Week
Open	125-248	125-280	0-032	0.1%	125-310
High	125-282	125-292	0-010	0.0%	126-025
Low	125-235	125-248	0-012	0.0%	125-135
Close	125-272	125-258	-0-015	0.0%	125-252
Range	0-048	0-045	-0-002	-5.3%	0-210
ATR	0-060	0-059	-0-001	-1.8%	0-000
Volume	14,799	129,826	115,027	777.3%	47,588

Daily Pivots for day following 18-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-081	126-054	125-282
R3	126-036	126-009	125-270
R2	125-311	125-311	125-266
R1	125-284	125-284	125-262	125-275
PP	125-266	125-266	125-266	125-261
S1	125-239	125-239	125-253	125-230
S2	125-221	125-221	125-249
S3	125-176	125-194	125-245
S4	125-131	125-149	125-233

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	125-292	125-192	0-100	0.2%	0-051	0.1%	65%	True	False	38,497
10	126-088	125-135	0-272	0.7%	0-070	0.2%	45%	False	False	22,407
20	126-088	125-135	0-272	0.7%	0-062	0.2%	45%	False	False	11,860

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	0-016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-164
2.618	126-090
1.618	126-045
1.000	126-018
0.618	126-000
HIGH	125-292
0.618	125-275
0.500	125-270
0.382	125-265
LOW	125-248
0.618	125-220
1.000	125-202
1.618	125-175
2.618	125-130
4.250	125-056

Fisher Pivots for day following 18-Nov-2020
Pivot	1 day	3 day
R1	125-270	125-257
PP	125-266	125-257
S1	125-262	125-256

Download as Excel Spreadsheet

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

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