ECBOT 5 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 09-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2020 |
09-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
125-268 |
125-202 |
-0-065 |
-0.2% |
125-190 |
High |
125-272 |
125-240 |
-0-032 |
-0.1% |
125-295 |
Low |
125-188 |
125-060 |
-0-128 |
-0.3% |
125-122 |
Close |
125-210 |
125-088 |
-0-122 |
-0.3% |
125-210 |
Range |
0-085 |
0-180 |
0-095 |
111.8% |
0-172 |
ATR |
0-056 |
0-065 |
0-009 |
15.7% |
0-000 |
Volume |
758,799 |
1,455,387 |
696,588 |
91.8% |
4,277,387 |
|
Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-029 |
126-238 |
125-186 |
|
R3 |
126-169 |
126-058 |
125-137 |
|
R2 |
125-309 |
125-309 |
125-120 |
|
R1 |
125-198 |
125-198 |
125-104 |
125-164 |
PP |
125-129 |
125-129 |
125-129 |
125-112 |
S1 |
125-018 |
125-018 |
125-071 |
124-304 |
S2 |
124-269 |
124-269 |
125-054 |
|
S3 |
124-089 |
124-158 |
125-038 |
|
S4 |
123-229 |
123-298 |
124-308 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-087 |
127-001 |
125-305 |
|
R3 |
126-234 |
126-148 |
125-257 |
|
R2 |
126-062 |
126-062 |
125-242 |
|
R1 |
125-296 |
125-296 |
125-226 |
126-019 |
PP |
125-209 |
125-209 |
125-209 |
125-231 |
S1 |
125-123 |
125-123 |
125-194 |
125-166 |
S2 |
125-037 |
125-037 |
125-178 |
|
S3 |
124-184 |
124-271 |
125-163 |
|
S4 |
124-012 |
124-098 |
125-115 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-295 |
125-060 |
0-235 |
0.6% |
0-108 |
0.3% |
12% |
False |
True |
999,908 |
10 |
125-295 |
125-060 |
0-235 |
0.6% |
0-076 |
0.2% |
12% |
False |
True |
907,438 |
20 |
125-310 |
125-060 |
0-250 |
0.6% |
0-060 |
0.1% |
11% |
False |
True |
730,853 |
40 |
126-048 |
125-060 |
0-308 |
0.8% |
0-051 |
0.1% |
9% |
False |
True |
631,384 |
60 |
126-065 |
125-060 |
1-005 |
0.8% |
0-052 |
0.1% |
8% |
False |
True |
650,622 |
80 |
126-125 |
125-060 |
1-065 |
1.0% |
0-051 |
0.1% |
7% |
False |
True |
489,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-045 |
2.618 |
127-071 |
1.618 |
126-211 |
1.000 |
126-100 |
0.618 |
126-031 |
HIGH |
125-240 |
0.618 |
125-171 |
0.500 |
125-150 |
0.382 |
125-129 |
LOW |
125-060 |
0.618 |
124-269 |
1.000 |
124-200 |
1.618 |
124-089 |
2.618 |
123-229 |
4.250 |
122-255 |
|
|
Fisher Pivots for day following 09-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
125-150 |
125-178 |
PP |
125-129 |
125-148 |
S1 |
125-108 |
125-118 |
|