ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 01-Dec-2020

Day Change Summary
	Previous	Current
	30-Nov-2020	01-Dec-2020	Change	Change %	Previous Week
Open	125-315	126-008	0-012	0.0%	125-300
High	126-018	126-015	-0-002	0.0%	126-000
Low	125-300	125-208	-0-092	-0.2%	125-262
Close	126-010	125-218	-0-112	-0.3%	126-000
Range	0-038	0-128	0-090	240.0%	0-058
ATR	0-050	0-055	0-006	11.1%	0-000
Volume	1,024,050	1,284,126	260,076	25.4%	5,234,074

Daily Pivots for day following 01-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-316	126-234	125-288
R3	126-188	126-107	125-253
R2	126-061	126-061	125-241
R1	125-299	125-299	125-229	125-276
PP	125-253	125-253	125-253	125-242
S1	125-172	125-172	125-206	125-149
S2	125-126	125-126	125-194
S3	124-318	125-044	125-182
S4	124-191	124-237	125-147

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	125-208	0-130	0.3%	0-055	0.1%	8%	False	True	1,120,692
10	126-018	125-208	0-130	0.3%	0-046	0.1%	8%	False	True	856,243
20	126-088	125-135	0-272	0.7%	0-065	0.2%	30%	False	False	432,218

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-008
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	127-237
2.618	127-029
1.618	126-221
1.000	126-142
0.618	126-094
HIGH	126-015
0.618	125-286
0.500	125-271
0.382	125-256
LOW	125-208
0.618	125-129
1.000	125-080
1.618	125-001
2.618	124-194
4.250	123-306

Fisher Pivots for day following 01-Dec-2020
Pivot	1 day	3 day
R1	125-271	125-272
PP	125-253	125-254
S1	125-235	125-236

Download as Excel Spreadsheet

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

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