ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 23-Nov-2020

Day Change Summary
	Previous	Current
	20-Nov-2020	23-Nov-2020	Change	Change %	Previous Week
Open	125-298	125-300	0-002	0.0%	125-240
High	125-308	125-300	-0-008	0.0%	125-308
Low	125-280	125-262	-0-018	0.0%	125-220
Close	125-295	125-280	-0-015	0.0%	125-295
Range	0-028	0-038	0-010	36.4%	0-088
ATR	0-055	0-054	-0-001	-2.3%	0-000
Volume	513,741	1,938,789	1,425,048	277.4%	1,048,113

Daily Pivots for day following 23-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-073	126-054	125-301
R3	126-036	126-017	125-290
R2	125-318	125-318	125-287
R1	125-299	125-299	125-283	125-290
PP	125-281	125-281	125-281	125-276
S1	125-262	125-262	125-277	125-252
S2	125-243	125-243	125-273
S3	125-206	125-224	125-270
S4	125-168	125-187	125-259

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-217	126-183	126-023
R3	126-129	126-096	125-319
R2	126-042	126-042	125-311
R1	126-008	126-008	125-303	126-025
PP	125-274	125-274	125-274	125-282
S1	125-241	125-241	125-287	125-258
S2	125-187	125-187	125-279
S3	125-099	125-153	125-271
S4	125-012	125-066	125-247

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-308	125-235	0-072	0.2%	0-038	0.1%	62%	False	False	591,793
10	125-308	125-135	0-172	0.4%	0-046	0.1%	84%	False	False	302,963
20	126-088	125-135	0-272	0.7%	0-062	0.2%	53%	False	False	152,457

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-139
2.618	126-078
1.618	126-041
1.000	126-018
0.618	126-003
HIGH	125-300
0.618	125-286
0.500	125-281
0.382	125-277
LOW	125-262
0.618	125-239
1.000	125-225
1.618	125-202
2.618	125-164
4.250	125-103

Fisher Pivots for day following 23-Nov-2020
Pivot	1 day	3 day
R1	125-281	125-285
PP	125-281	125-283
S1	125-280	125-282

Download as Excel Spreadsheet

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

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