ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 30-Nov-2020
Day Change Summary
Previous Current
27-Nov-2020 30-Nov-2020 Change Change % Previous Week
Open 125-280 125-315 0-035 0.1% 125-300
High 126-000 126-018 0-018 0.0% 126-000
Low 125-278 125-300 0-022 0.1% 125-262
Close 126-000 126-010 0-010 0.0% 126-000
Range 0-042 0-038 -0-005 -11.8% 0-058
ATR 0-051 0-050 -0-001 -1.9% 0-000
Volume 415,503 1,024,050 608,547 146.5% 5,234,074
Daily Pivots for day following 30-Nov-2020
Classic Woodie Camarilla DeMark
R4 126-115 126-100 126-031
R3 126-078 126-062 126-020
R2 126-040 126-040 126-017
R1 126-025 126-025 126-013 126-032
PP 126-002 126-002 126-002 126-006
S1 125-308 125-308 126-007 125-315
S2 125-285 125-285 126-003
S3 125-248 125-270 126-000
S4 125-210 125-232 125-309
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
5 126-018 125-262 0-075 0.2% 0-037 0.1% 90% True False 1,251,624
10 126-018 125-220 0-118 0.3% 0-039 0.1% 94% True False 730,623
20 126-088 125-135 0-272 0.7% 0-060 0.1% 72% False False 368,102
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 3 trading days
Fibonacci Retracements and Extensions
4.250 126-177
2.618 126-116
1.618 126-078
1.000 126-055
0.618 126-041
HIGH 126-018
0.618 126-003
0.500 125-319
0.382 125-314
LOW 125-300
0.618 125-277
1.000 125-262
1.618 125-239
2.618 125-202
4.250 125-141
Fisher Pivots for day following 30-Nov-2020
Pivot 1 day 3 day
R1 126-006 126-000
PP 126-002 125-310
S1 125-319 125-300

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

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