ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 04-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
125-198 |
125-150 |
-0-048 |
-0.1% |
125-180 |
| High |
125-198 |
125-282 |
0-085 |
0.2% |
125-272 |
| Low |
125-145 |
125-122 |
-0-022 |
-0.1% |
125-180 |
| Close |
125-172 |
125-275 |
0-102 |
0.3% |
125-192 |
| Range |
0-052 |
0-160 |
0-108 |
204.8% |
0-092 |
| ATR |
0-046 |
0-054 |
0-008 |
18.0% |
0-000 |
| Volume |
670,426 |
1,353,635 |
683,209 |
101.9% |
3,815,912 |
|
| Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-067 |
127-011 |
126-043 |
|
| R3 |
126-227 |
126-171 |
125-319 |
|
| R2 |
126-067 |
126-067 |
125-304 |
|
| R1 |
126-011 |
126-011 |
125-290 |
126-039 |
| PP |
125-227 |
125-227 |
125-227 |
125-241 |
| S1 |
125-171 |
125-171 |
125-260 |
125-199 |
| S2 |
125-067 |
125-067 |
125-246 |
|
| S3 |
124-227 |
125-011 |
125-231 |
|
| S4 |
124-067 |
124-171 |
125-187 |
|
|
| 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 |
125-282 |
125-122 |
0-160 |
0.4% |
0-072 |
0.2% |
95% |
True |
True |
951,000 |
| 10 |
125-282 |
125-122 |
0-160 |
0.4% |
0-058 |
0.1% |
95% |
True |
True |
786,451 |
| 20 |
125-310 |
125-122 |
0-188 |
0.5% |
0-048 |
0.1% |
81% |
False |
True |
641,273 |
| 40 |
126-048 |
125-122 |
0-245 |
0.6% |
0-046 |
0.1% |
62% |
False |
True |
594,298 |
| 60 |
126-065 |
125-122 |
0-262 |
0.7% |
0-049 |
0.1% |
58% |
False |
True |
601,912 |
| 80 |
126-125 |
125-122 |
1-002 |
0.8% |
0-048 |
0.1% |
47% |
False |
True |
452,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-002 |
|
2.618 |
127-061 |
|
1.618 |
126-221 |
|
1.000 |
126-122 |
|
0.618 |
126-061 |
|
HIGH |
125-282 |
|
0.618 |
125-221 |
|
0.500 |
125-202 |
|
0.382 |
125-184 |
|
LOW |
125-122 |
|
0.618 |
125-024 |
|
1.000 |
124-282 |
|
1.618 |
124-184 |
|
2.618 |
124-024 |
|
4.250 |
123-082 |
|
|
| Fisher Pivots for day following 04-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-251 |
125-251 |
| PP |
125-227 |
125-227 |
| S1 |
125-202 |
125-202 |
|