ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 25-Nov-2020

Day Change Summary
	Previous	Current
	24-Nov-2020	25-Nov-2020	Change	Change %	Previous Week
Open	125-285	125-275	-0-010	0.0%	125-240
High	125-290	125-310	0-020	0.0%	125-308
Low	125-270	125-262	-0-008	0.0%	125-220
Close	125-280	125-288	0-008	0.0%	125-295
Range	0-020	0-048	0-028	137.5%	0-088
ATR	0-052	0-051	0-000	-0.6%	0-000
Volume	1,727,582	1,152,200	-575,382	-33.3%	1,048,113

Daily Pivots for day following 25-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-109	126-086	125-314
R3	126-062	126-038	125-301
R2	126-014	126-014	125-296
R1	125-311	125-311	125-292	126-002
PP	125-287	125-287	125-287	125-292
S1	125-263	125-263	125-283	125-275
S2	125-239	125-239	125-279
S3	125-192	125-216	125-274
S4	125-144	125-168	125-261

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	125-310	125-262	0-048	0.1%	0-033	0.1%	53%	True	True	1,138,825
10	125-310	125-192	0-118	0.3%	0-042	0.1%	81%	True	False	588,661
20	126-088	125-135	0-272	0.7%	0-062	0.2%	56%	False	False	296,394

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	126-192
2.618	126-114
1.618	126-067
1.000	126-038
0.618	126-019
HIGH	125-310
0.618	125-292
0.500	125-286
0.382	125-281
LOW	125-262
0.618	125-233
1.000	125-215
1.618	125-186
2.618	125-138
4.250	125-061

Fisher Pivots for day following 25-Nov-2020
Pivot	1 day	3 day
R1	125-287	125-287
PP	125-287	125-287
S1	125-286	125-286

Download as Excel Spreadsheet

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

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