ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 03-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
125-190 |
125-198 |
0-008 |
0.0% |
125-180 |
| High |
125-225 |
125-198 |
-0-028 |
-0.1% |
125-272 |
| Low |
125-185 |
125-145 |
-0-040 |
-0.1% |
125-180 |
| Close |
125-192 |
125-172 |
-0-020 |
0.0% |
125-192 |
| Range |
0-040 |
0-052 |
0-012 |
31.3% |
0-092 |
| ATR |
0-045 |
0-046 |
0-001 |
1.2% |
0-000 |
| Volume |
733,231 |
670,426 |
-62,805 |
-8.6% |
3,815,912 |
|
| Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-009 |
125-303 |
125-201 |
|
| R3 |
125-277 |
125-251 |
125-187 |
|
| R2 |
125-224 |
125-224 |
125-182 |
|
| R1 |
125-198 |
125-198 |
125-177 |
125-185 |
| PP |
125-172 |
125-172 |
125-172 |
125-165 |
| S1 |
125-146 |
125-146 |
125-168 |
125-132 |
| S2 |
125-119 |
125-119 |
125-163 |
|
| S3 |
125-067 |
125-093 |
125-158 |
|
| S4 |
125-014 |
125-041 |
125-144 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-172 |
126-115 |
125-243 |
|
| R3 |
126-080 |
126-022 |
125-218 |
|
| R2 |
125-308 |
125-308 |
125-209 |
|
| R1 |
125-250 |
125-250 |
125-201 |
125-279 |
| PP |
125-215 |
125-215 |
125-215 |
125-229 |
| S1 |
125-158 |
125-158 |
125-184 |
125-186 |
| S2 |
125-122 |
125-122 |
125-176 |
|
| S3 |
125-030 |
125-065 |
125-167 |
|
| S4 |
124-258 |
124-292 |
125-142 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-272 |
125-145 |
0-128 |
0.3% |
0-047 |
0.1% |
22% |
False |
True |
854,076 |
| 10 |
125-272 |
125-145 |
0-128 |
0.3% |
0-047 |
0.1% |
22% |
False |
True |
719,103 |
| 20 |
125-310 |
125-145 |
0-165 |
0.4% |
0-043 |
0.1% |
17% |
False |
True |
605,154 |
| 40 |
126-048 |
125-145 |
0-222 |
0.6% |
0-043 |
0.1% |
12% |
False |
True |
577,046 |
| 60 |
126-065 |
125-145 |
0-240 |
0.6% |
0-048 |
0.1% |
11% |
False |
True |
579,738 |
| 80 |
126-125 |
125-145 |
0-300 |
0.7% |
0-046 |
0.1% |
9% |
False |
True |
435,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-101 |
|
2.618 |
126-015 |
|
1.618 |
125-282 |
|
1.000 |
125-250 |
|
0.618 |
125-230 |
|
HIGH |
125-198 |
|
0.618 |
125-177 |
|
0.500 |
125-171 |
|
0.382 |
125-165 |
|
LOW |
125-145 |
|
0.618 |
125-113 |
|
1.000 |
125-092 |
|
1.618 |
125-060 |
|
2.618 |
125-008 |
|
4.250 |
124-242 |
|
|
| Fisher Pivots for day following 03-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-172 |
125-188 |
| PP |
125-172 |
125-182 |
| S1 |
125-171 |
125-178 |
|