ECBOT 5 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 02-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
125-222 |
125-150 |
-0-072 |
-0.2% |
125-198 |
High |
125-230 |
125-158 |
-0-072 |
-0.2% |
125-215 |
Low |
125-118 |
125-118 |
0-000 |
0.0% |
125-162 |
Close |
125-125 |
125-140 |
0-015 |
0.0% |
125-215 |
Range |
0-112 |
0-040 |
-0-072 |
-64.4% |
0-052 |
ATR |
0-054 |
0-053 |
-0-001 |
-1.9% |
0-000 |
Volume |
100,090 |
37,090 |
-63,000 |
-62.9% |
6,213,822 |
|
Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-258 |
125-239 |
125-162 |
|
R3 |
125-218 |
125-199 |
125-151 |
|
R2 |
125-178 |
125-178 |
125-147 |
|
R1 |
125-159 |
125-159 |
125-144 |
125-149 |
PP |
125-138 |
125-138 |
125-138 |
125-133 |
S1 |
125-119 |
125-119 |
125-136 |
125-109 |
S2 |
125-098 |
125-098 |
125-133 |
|
S3 |
125-058 |
125-079 |
125-129 |
|
S4 |
125-018 |
125-039 |
125-118 |
|
|
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% |
0-054 |
0.1% |
20% |
False |
True |
378,070 |
10 |
125-232 |
125-118 |
0-115 |
0.3% |
0-044 |
0.1% |
20% |
False |
True |
918,729 |
20 |
125-295 |
125-048 |
0-248 |
0.6% |
0-062 |
0.2% |
37% |
False |
False |
881,851 |
40 |
125-310 |
125-048 |
0-262 |
0.7% |
0-053 |
0.1% |
35% |
False |
False |
743,502 |
60 |
126-048 |
125-048 |
1-000 |
0.8% |
0-050 |
0.1% |
29% |
False |
False |
678,648 |
80 |
126-065 |
125-048 |
1-018 |
0.8% |
0-052 |
0.1% |
27% |
False |
False |
655,266 |
100 |
126-125 |
125-048 |
1-078 |
1.0% |
0-049 |
0.1% |
23% |
False |
False |
524,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-008 |
2.618 |
125-262 |
1.618 |
125-222 |
1.000 |
125-198 |
0.618 |
125-182 |
HIGH |
125-158 |
0.618 |
125-142 |
0.500 |
125-138 |
0.382 |
125-133 |
LOW |
125-118 |
0.618 |
125-093 |
1.000 |
125-078 |
1.618 |
125-053 |
2.618 |
125-013 |
4.250 |
124-268 |
|
|
Fisher Pivots for day following 02-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
125-139 |
125-175 |
PP |
125-138 |
125-163 |
S1 |
125-138 |
125-152 |
|