ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 27-Nov-2020

Day Change Summary
	Previous	Current
	25-Nov-2020	27-Nov-2020	Change	Change %	Previous Week
Open	125-275	125-280	0-005	0.0%	125-300
High	125-310	126-000	0-010	0.0%	126-000
Low	125-262	125-278	0-015	0.0%	125-262
Close	125-288	126-000	0-032	0.1%	126-000
Range	0-048	0-042	-0-005	-10.5%	0-058
ATR	0-051	0-051	-0-001	-1.2%	0-000
Volume	1,152,200	415,503	-736,697	-63.9%	5,234,074

Daily Pivots for day following 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-113	126-099	126-023
R3	126-071	126-057	126-012
R2	126-028	126-028	126-008
R1	126-014	126-014	126-004	126-021
PP	125-306	125-306	125-306	125-309
S1	125-292	125-292	125-316	125-299
S2	125-263	125-263	125-312
S3	125-221	125-249	125-308
S4	125-178	125-207	125-297

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-153	126-134	126-032
R3	126-096	126-077	126-016
R2	126-038	126-038	126-011
R1	126-019	126-019	126-005	126-029
PP	125-301	125-301	125-301	125-306
S1	125-282	125-282	125-315	125-291
S2	125-243	125-243	125-309
S3	125-186	125-224	125-304
S4	125-128	125-167	125-288

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-000	125-262	0-058	0.1%	0-035	0.1%	100%	True	False	1,149,563
10	126-000	125-220	0-100	0.2%	0-039	0.1%	100%	True	False	629,175
20	126-088	125-135	0-272	0.7%	0-061	0.2%	68%	False	False	317,117

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	0-010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-181
2.618	126-111
1.618	126-069
1.000	126-042
0.618	126-026
HIGH	126-000
0.618	125-304
0.500	125-299
0.382	125-294
LOW	125-278
0.618	125-251
1.000	125-235
1.618	125-209
2.618	125-166
4.250	125-097

Fisher Pivots for day following 27-Nov-2020
Pivot	1 day	3 day
R1	125-313	125-310
PP	125-306	125-301
S1	125-299	125-291

Download as Excel Spreadsheet

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

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