ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 12-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
125-078 |
125-085 |
0-008 |
0.0% |
125-190 |
| High |
125-092 |
125-170 |
0-078 |
0.2% |
125-295 |
| Low |
125-048 |
125-085 |
0-038 |
0.1% |
125-122 |
| Close |
125-080 |
125-160 |
0-080 |
0.2% |
125-210 |
| Range |
0-045 |
0-085 |
0-040 |
88.9% |
0-172 |
| ATR |
0-064 |
0-066 |
0-002 |
2.9% |
0-000 |
| Volume |
218,716 |
982,961 |
764,245 |
349.4% |
4,277,387 |
|
| Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-073 |
126-042 |
125-207 |
|
| R3 |
125-308 |
125-277 |
125-183 |
|
| R2 |
125-223 |
125-223 |
125-176 |
|
| R1 |
125-192 |
125-192 |
125-168 |
125-208 |
| PP |
125-138 |
125-138 |
125-138 |
125-146 |
| S1 |
125-107 |
125-107 |
125-152 |
125-122 |
| S2 |
125-053 |
125-053 |
125-144 |
|
| S3 |
124-288 |
125-022 |
125-137 |
|
| S4 |
124-203 |
124-257 |
125-113 |
|
|
| 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 |
125-272 |
125-048 |
0-225 |
0.6% |
0-092 |
0.2% |
50% |
False |
False |
878,425 |
| 10 |
125-295 |
125-048 |
0-248 |
0.6% |
0-082 |
0.2% |
45% |
False |
False |
897,305 |
| 20 |
125-295 |
125-048 |
0-248 |
0.6% |
0-063 |
0.2% |
45% |
False |
False |
765,209 |
| 40 |
126-048 |
125-048 |
1-000 |
0.8% |
0-053 |
0.1% |
35% |
False |
False |
649,829 |
| 60 |
126-065 |
125-048 |
1-018 |
0.8% |
0-053 |
0.1% |
33% |
False |
False |
684,491 |
| 80 |
126-125 |
125-048 |
1-078 |
1.0% |
0-052 |
0.1% |
28% |
False |
False |
516,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-211 |
|
2.618 |
126-073 |
|
1.618 |
125-308 |
|
1.000 |
125-255 |
|
0.618 |
125-223 |
|
HIGH |
125-170 |
|
0.618 |
125-138 |
|
0.500 |
125-128 |
|
0.382 |
125-117 |
|
LOW |
125-085 |
|
0.618 |
125-032 |
|
1.000 |
125-000 |
|
1.618 |
124-267 |
|
2.618 |
124-182 |
|
4.250 |
124-044 |
|
|
| Fisher Pivots for day following 12-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-149 |
125-143 |
| PP |
125-138 |
125-126 |
| S1 |
125-128 |
125-109 |
|