ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 10-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2020 |
10-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
125-202 |
125-118 |
-0-085 |
-0.2% |
125-190 |
| High |
125-240 |
125-128 |
-0-112 |
-0.3% |
125-295 |
| Low |
125-060 |
125-062 |
0-002 |
0.0% |
125-122 |
| Close |
125-088 |
125-068 |
-0-020 |
0.0% |
125-210 |
| Range |
0-180 |
0-065 |
-0-115 |
-63.9% |
0-172 |
| ATR |
0-065 |
0-065 |
0-000 |
0.0% |
0-000 |
| Volume |
1,455,387 |
976,265 |
-479,122 |
-32.9% |
4,277,387 |
|
| Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-281 |
125-239 |
125-103 |
|
| R3 |
125-216 |
125-174 |
125-085 |
|
| R2 |
125-151 |
125-151 |
125-079 |
|
| R1 |
125-109 |
125-109 |
125-073 |
125-098 |
| PP |
125-086 |
125-086 |
125-086 |
125-080 |
| S1 |
125-044 |
125-044 |
125-062 |
125-032 |
| S2 |
125-021 |
125-021 |
125-056 |
|
| S3 |
124-276 |
124-299 |
125-050 |
|
| S4 |
124-211 |
124-234 |
125-032 |
|
|
| 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% |
0-110 |
0.3% |
3% |
False |
False |
1,061,076 |
| 10 |
125-295 |
125-060 |
0-235 |
0.6% |
0-078 |
0.2% |
3% |
False |
False |
957,576 |
| 20 |
125-310 |
125-060 |
0-250 |
0.6% |
0-060 |
0.2% |
3% |
False |
False |
752,836 |
| 40 |
126-048 |
125-060 |
0-308 |
0.8% |
0-052 |
0.1% |
2% |
False |
False |
646,970 |
| 60 |
126-065 |
125-060 |
1-005 |
0.8% |
0-052 |
0.1% |
2% |
False |
False |
666,661 |
| 80 |
126-125 |
125-060 |
1-065 |
1.0% |
0-051 |
0.1% |
2% |
False |
False |
501,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-084 |
|
2.618 |
125-298 |
|
1.618 |
125-233 |
|
1.000 |
125-192 |
|
0.618 |
125-168 |
|
HIGH |
125-128 |
|
0.618 |
125-103 |
|
0.500 |
125-095 |
|
0.382 |
125-087 |
|
LOW |
125-062 |
|
0.618 |
125-022 |
|
1.000 |
124-318 |
|
1.618 |
124-277 |
|
2.618 |
124-212 |
|
4.250 |
124-106 |
|
|
| Fisher Pivots for day following 10-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-095 |
125-166 |
| PP |
125-086 |
125-133 |
| S1 |
125-077 |
125-100 |
|