ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 24-Nov-2020

Day Change Summary
	Previous	Current
	23-Nov-2020	24-Nov-2020	Change	Change %	Previous Week
Open	125-300	125-285	-0-015	0.0%	125-240
High	125-300	125-290	-0-010	0.0%	125-308
Low	125-262	125-270	0-008	0.0%	125-220
Close	125-280	125-280	0-000	0.0%	125-295
Range	0-038	0-020	-0-018	-46.7%	0-088
ATR	0-054	0-052	-0-002	-4.5%	0-000
Volume	1,938,789	1,727,582	-211,207	-10.9%	1,048,113

Daily Pivots for day following 24-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-020	126-010	125-291
R3	126-000	125-310	125-286
R2	125-300	125-300	125-284
R1	125-290	125-290	125-282	125-285
PP	125-280	125-280	125-280	125-278
S1	125-270	125-270	125-278	125-265
S2	125-260	125-260	125-276
S3	125-240	125-250	125-274
S4	125-220	125-230	125-269

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	125-248	0-060	0.1%	0-032	0.1%	54%	False	False	934,350
10	125-308	125-135	0-172	0.4%	0-042	0.1%	84%	False	False	473,992
20	126-088	125-135	0-272	0.7%	0-061	0.2%	53%	False	False	238,799

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	126-055
2.618	126-022
1.618	126-002
1.000	125-310
0.618	125-302
HIGH	125-290
0.618	125-282
0.500	125-280
0.382	125-278
LOW	125-270
0.618	125-258
1.000	125-250
1.618	125-238
2.618	125-218
4.250	125-185

Fisher Pivots for day following 24-Nov-2020
Pivot	1 day	3 day
R1	125-280	125-285
PP	125-280	125-283
S1	125-280	125-282

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols