ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 19-Nov-2020

Day Change Summary
	Previous	Current
	18-Nov-2020	19-Nov-2020	Change	Change %	Previous Week
Open	125-280	125-270	-0-010	0.0%	125-310
High	125-292	125-298	0-005	0.0%	126-025
Low	125-248	125-265	0-018	0.0%	125-135
Close	125-258	125-278	0-020	0.0%	125-252
Range	0-045	0-032	-0-012	-27.8%	0-210
ATR	0-059	0-057	-0-001	-2.3%	0-000
Volume	129,826	361,814	231,988	178.7%	47,588

Daily Pivots for day following 19-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-058	126-040	125-295
R3	126-025	126-008	125-286
R2	125-312	125-312	125-283
R1	125-295	125-295	125-280	125-304
PP	125-280	125-280	125-280	125-284
S1	125-262	125-262	125-275	125-271
S2	125-248	125-248	125-272
S3	125-215	125-230	125-269
S4	125-182	125-198	125-260

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	125-298	125-220	0-078	0.2%	0-042	0.1%	74%	True	False	108,788
10	126-060	125-135	0-245	0.6%	0-067	0.2%	58%	False	False	58,485
20	126-088	125-135	0-272	0.7%	0-061	0.2%	52%	False	False	29,874

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	126-116
2.618	126-063
1.618	126-030
1.000	126-010
0.618	125-318
HIGH	125-298
0.618	125-285
0.500	125-281
0.382	125-277
LOW	125-265
0.618	125-245
1.000	125-232
1.618	125-212
2.618	125-180
4.250	125-127

Fisher Pivots for day following 19-Nov-2020
Pivot	1 day	3 day
R1	125-281	125-274
PP	125-280	125-270
S1	125-279	125-266

Download as Excel Spreadsheet

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

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