ECBOT 5 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 01-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
125-210 |
125-222 |
0-012 |
0.0% |
125-198 |
High |
125-232 |
125-230 |
-0-002 |
0.0% |
125-215 |
Low |
125-198 |
125-118 |
-0-080 |
-0.2% |
125-162 |
Close |
125-222 |
125-125 |
-0-098 |
-0.2% |
125-215 |
Range |
0-035 |
0-112 |
0-078 |
221.4% |
0-052 |
ATR |
0-050 |
0-054 |
0-004 |
9.0% |
0-000 |
Volume |
141,164 |
100,090 |
-41,074 |
-29.1% |
6,213,822 |
|
Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-175 |
126-102 |
125-187 |
|
R3 |
126-062 |
125-310 |
125-156 |
|
R2 |
125-270 |
125-270 |
125-146 |
|
R1 |
125-198 |
125-198 |
125-135 |
125-178 |
PP |
125-158 |
125-158 |
125-158 |
125-148 |
S1 |
125-085 |
125-085 |
125-115 |
125-065 |
S2 |
125-045 |
125-045 |
125-104 |
|
S3 |
124-252 |
124-292 |
125-094 |
|
S4 |
124-140 |
124-180 |
125-063 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-035 |
126-018 |
125-244 |
|
R3 |
125-302 |
125-285 |
125-229 |
|
R2 |
125-250 |
125-250 |
125-225 |
|
R1 |
125-232 |
125-232 |
125-220 |
125-241 |
PP |
125-198 |
125-198 |
125-198 |
125-202 |
S1 |
125-180 |
125-180 |
125-210 |
125-189 |
S2 |
125-145 |
125-145 |
125-205 |
|
S3 |
125-092 |
125-128 |
125-201 |
|
S4 |
125-040 |
125-075 |
125-186 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-232 |
125-118 |
0-115 |
0.3% |
0-050 |
0.1% |
7% |
False |
True |
791,382 |
10 |
125-232 |
125-118 |
0-115 |
0.3% |
0-044 |
0.1% |
7% |
False |
True |
979,089 |
20 |
125-295 |
125-048 |
0-248 |
0.6% |
0-063 |
0.2% |
31% |
False |
False |
913,518 |
40 |
125-310 |
125-048 |
0-262 |
0.7% |
0-053 |
0.1% |
30% |
False |
False |
763,203 |
60 |
126-048 |
125-048 |
1-000 |
0.8% |
0-050 |
0.1% |
24% |
False |
False |
689,270 |
80 |
126-088 |
125-048 |
1-040 |
0.9% |
0-052 |
0.1% |
22% |
False |
False |
655,001 |
100 |
126-125 |
125-048 |
1-078 |
1.0% |
0-049 |
0.1% |
19% |
False |
False |
524,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-068 |
2.618 |
126-205 |
1.618 |
126-092 |
1.000 |
126-022 |
0.618 |
125-300 |
HIGH |
125-230 |
0.618 |
125-187 |
0.500 |
125-174 |
0.382 |
125-160 |
LOW |
125-118 |
0.618 |
125-048 |
1.000 |
125-005 |
1.618 |
124-255 |
2.618 |
124-143 |
4.250 |
123-279 |
|
|
Fisher Pivots for day following 01-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
125-174 |
125-175 |
PP |
125-158 |
125-158 |
S1 |
125-141 |
125-142 |
|