ECBOT 5 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 23-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
125-192 |
125-198 |
0-005 |
0.0% |
125-150 |
High |
125-205 |
125-200 |
-0-005 |
0.0% |
125-205 |
Low |
125-178 |
125-165 |
-0-012 |
0.0% |
125-125 |
Close |
125-192 |
125-178 |
-0-015 |
0.0% |
125-192 |
Range |
0-028 |
0-035 |
0-008 |
27.3% |
0-080 |
ATR |
0-056 |
0-055 |
-0-002 |
-2.7% |
0-000 |
Volume |
956,448 |
2,498,166 |
1,541,718 |
161.2% |
4,017,121 |
|
Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-286 |
125-267 |
125-197 |
|
R3 |
125-251 |
125-232 |
125-187 |
|
R2 |
125-216 |
125-216 |
125-184 |
|
R1 |
125-197 |
125-197 |
125-181 |
125-189 |
PP |
125-181 |
125-181 |
125-181 |
125-177 |
S1 |
125-162 |
125-162 |
125-174 |
125-154 |
S2 |
125-146 |
125-146 |
125-171 |
|
S3 |
125-111 |
125-127 |
125-168 |
|
S4 |
125-076 |
125-092 |
125-158 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-094 |
126-063 |
125-236 |
|
R3 |
126-014 |
125-303 |
125-214 |
|
R2 |
125-254 |
125-254 |
125-207 |
|
R1 |
125-223 |
125-223 |
125-200 |
125-239 |
PP |
125-174 |
125-174 |
125-174 |
125-182 |
S1 |
125-143 |
125-143 |
125-185 |
125-159 |
S2 |
125-094 |
125-094 |
125-178 |
|
S3 |
125-014 |
125-063 |
125-170 |
|
S4 |
124-254 |
124-303 |
125-148 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-205 |
125-135 |
0-070 |
0.2% |
0-038 |
0.1% |
61% |
False |
False |
1,166,796 |
10 |
125-205 |
125-048 |
0-158 |
0.4% |
0-047 |
0.1% |
83% |
False |
False |
931,390 |
20 |
125-295 |
125-048 |
0-248 |
0.6% |
0-062 |
0.2% |
53% |
False |
False |
919,414 |
40 |
126-048 |
125-048 |
1-000 |
0.8% |
0-054 |
0.1% |
41% |
False |
False |
747,645 |
60 |
126-065 |
125-048 |
1-018 |
0.8% |
0-051 |
0.1% |
39% |
False |
False |
681,508 |
80 |
126-125 |
125-048 |
1-078 |
1.0% |
0-052 |
0.1% |
33% |
False |
False |
605,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-029 |
2.618 |
125-292 |
1.618 |
125-257 |
1.000 |
125-235 |
0.618 |
125-222 |
HIGH |
125-200 |
0.618 |
125-187 |
0.500 |
125-182 |
0.382 |
125-178 |
LOW |
125-165 |
0.618 |
125-143 |
1.000 |
125-130 |
1.618 |
125-108 |
2.618 |
125-073 |
4.250 |
125-016 |
|
|
Fisher Pivots for day following 23-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
125-182 |
125-182 |
PP |
125-181 |
125-181 |
S1 |
125-179 |
125-179 |
|