ECBOT 5 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 13-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2020 |
13-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
125-085 |
125-165 |
0-080 |
0.2% |
125-202 |
High |
125-170 |
125-178 |
0-008 |
0.0% |
125-240 |
Low |
125-085 |
125-142 |
0-058 |
0.1% |
125-048 |
Close |
125-160 |
125-152 |
-0-008 |
0.0% |
125-152 |
Range |
0-085 |
0-035 |
-0-050 |
-58.8% |
0-192 |
ATR |
0-066 |
0-063 |
-0-002 |
-3.3% |
0-000 |
Volume |
982,961 |
620,679 |
-362,282 |
-36.9% |
4,254,008 |
|
Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-262 |
125-242 |
125-172 |
|
R3 |
125-228 |
125-208 |
125-162 |
|
R2 |
125-192 |
125-192 |
125-159 |
|
R1 |
125-172 |
125-172 |
125-156 |
125-165 |
PP |
125-158 |
125-158 |
125-158 |
125-154 |
S1 |
125-138 |
125-138 |
125-149 |
125-130 |
S2 |
125-122 |
125-122 |
125-146 |
|
S3 |
125-088 |
125-102 |
125-143 |
|
S4 |
125-052 |
125-068 |
125-133 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-084 |
126-311 |
125-258 |
|
R3 |
126-212 |
126-118 |
125-205 |
|
R2 |
126-019 |
126-019 |
125-188 |
|
R1 |
125-246 |
125-246 |
125-170 |
125-196 |
PP |
125-147 |
125-147 |
125-147 |
125-122 |
S1 |
125-053 |
125-053 |
125-135 |
125-004 |
S2 |
124-274 |
124-274 |
125-117 |
|
S3 |
124-082 |
124-181 |
125-100 |
|
S4 |
123-209 |
123-308 |
125-047 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-240 |
125-048 |
0-192 |
0.5% |
0-082 |
0.2% |
55% |
False |
False |
850,801 |
10 |
125-295 |
125-048 |
0-248 |
0.6% |
0-081 |
0.2% |
42% |
False |
False |
853,139 |
20 |
125-295 |
125-048 |
0-248 |
0.6% |
0-063 |
0.2% |
42% |
False |
False |
772,409 |
40 |
126-048 |
125-048 |
1-000 |
0.8% |
0-053 |
0.1% |
33% |
False |
False |
655,255 |
60 |
126-065 |
125-048 |
1-018 |
0.8% |
0-053 |
0.1% |
31% |
False |
False |
693,424 |
80 |
126-125 |
125-048 |
1-078 |
1.0% |
0-052 |
0.1% |
26% |
False |
False |
524,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-006 |
2.618 |
125-269 |
1.618 |
125-234 |
1.000 |
125-212 |
0.618 |
125-199 |
HIGH |
125-178 |
0.618 |
125-164 |
0.500 |
125-160 |
0.382 |
125-156 |
LOW |
125-142 |
0.618 |
125-121 |
1.000 |
125-108 |
1.618 |
125-086 |
2.618 |
125-051 |
4.250 |
124-314 |
|
|
Fisher Pivots for day following 13-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
125-160 |
125-139 |
PP |
125-158 |
125-126 |
S1 |
125-155 |
125-112 |
|