ECBOT 5 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 25-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2020 |
25-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
125-185 |
125-172 |
-0-012 |
0.0% |
125-150 |
High |
125-190 |
125-205 |
0-015 |
0.0% |
125-205 |
Low |
125-168 |
125-162 |
-0-005 |
0.0% |
125-125 |
Close |
125-178 |
125-182 |
0-005 |
0.0% |
125-192 |
Range |
0-022 |
0-042 |
0-020 |
88.9% |
0-080 |
ATR |
0-053 |
0-052 |
-0-001 |
-1.4% |
0-000 |
Volume |
2,103,648 |
1,297,995 |
-805,653 |
-38.3% |
4,017,121 |
|
Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-311 |
125-289 |
125-206 |
|
R3 |
125-268 |
125-247 |
125-194 |
|
R2 |
125-226 |
125-226 |
125-190 |
|
R1 |
125-204 |
125-204 |
125-186 |
125-215 |
PP |
125-183 |
125-183 |
125-183 |
125-189 |
S1 |
125-162 |
125-162 |
125-179 |
125-172 |
S2 |
125-141 |
125-141 |
125-175 |
|
S3 |
125-098 |
125-119 |
125-171 |
|
S4 |
125-056 |
125-077 |
125-159 |
|
|
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 |
125-160 |
0-045 |
0.1% |
0-032 |
0.1% |
50% |
True |
False |
1,551,647 |
10 |
125-205 |
125-085 |
0-120 |
0.3% |
0-042 |
0.1% |
81% |
True |
False |
1,152,057 |
20 |
125-295 |
125-048 |
0-248 |
0.6% |
0-061 |
0.2% |
55% |
False |
False |
1,022,301 |
40 |
126-035 |
125-048 |
0-308 |
0.8% |
0-054 |
0.1% |
44% |
False |
False |
798,445 |
60 |
126-065 |
125-048 |
1-018 |
0.8% |
0-050 |
0.1% |
40% |
False |
False |
710,689 |
80 |
126-122 |
125-048 |
1-075 |
1.0% |
0-052 |
0.1% |
34% |
False |
False |
648,173 |
100 |
126-125 |
125-048 |
1-078 |
1.0% |
0-049 |
0.1% |
34% |
False |
False |
518,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-066 |
2.618 |
125-316 |
1.618 |
125-274 |
1.000 |
125-248 |
0.618 |
125-231 |
HIGH |
125-205 |
0.618 |
125-189 |
0.500 |
125-184 |
0.382 |
125-179 |
LOW |
125-162 |
0.618 |
125-136 |
1.000 |
125-120 |
1.618 |
125-094 |
2.618 |
125-051 |
4.250 |
124-302 |
|
|
Fisher Pivots for day following 25-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
125-184 |
125-184 |
PP |
125-183 |
125-183 |
S1 |
125-183 |
125-183 |
|