ECBOT 5 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 03-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
125-150 |
125-150 |
0-000 |
0.0% |
125-198 |
High |
125-158 |
125-185 |
0-028 |
0.1% |
125-215 |
Low |
125-118 |
125-140 |
0-022 |
0.1% |
125-162 |
Close |
125-140 |
125-168 |
0-028 |
0.1% |
125-215 |
Range |
0-040 |
0-045 |
0-005 |
12.5% |
0-052 |
ATR |
0-053 |
0-053 |
-0-001 |
-1.1% |
0-000 |
Volume |
37,090 |
28,691 |
-8,399 |
-22.6% |
6,213,822 |
|
Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-299 |
125-278 |
125-192 |
|
R3 |
125-254 |
125-233 |
125-180 |
|
R2 |
125-209 |
125-209 |
125-176 |
|
R1 |
125-188 |
125-188 |
125-172 |
125-199 |
PP |
125-164 |
125-164 |
125-164 |
125-169 |
S1 |
125-143 |
125-143 |
125-163 |
125-154 |
S2 |
125-119 |
125-119 |
125-159 |
|
S3 |
125-074 |
125-098 |
125-155 |
|
S4 |
125-029 |
125-053 |
125-143 |
|
|
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% |
43% |
False |
False |
124,209 |
10 |
125-232 |
125-118 |
0-115 |
0.3% |
0-043 |
0.1% |
43% |
False |
False |
837,928 |
20 |
125-295 |
125-048 |
0-248 |
0.6% |
0-056 |
0.1% |
48% |
False |
False |
815,604 |
40 |
125-310 |
125-048 |
0-262 |
0.7% |
0-052 |
0.1% |
46% |
False |
False |
728,438 |
60 |
126-048 |
125-048 |
1-000 |
0.8% |
0-050 |
0.1% |
38% |
False |
False |
668,067 |
80 |
126-065 |
125-048 |
1-018 |
0.8% |
0-051 |
0.1% |
36% |
False |
False |
655,335 |
100 |
126-125 |
125-048 |
1-078 |
1.0% |
0-049 |
0.1% |
30% |
False |
False |
525,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-056 |
2.618 |
125-303 |
1.618 |
125-258 |
1.000 |
125-230 |
0.618 |
125-213 |
HIGH |
125-185 |
0.618 |
125-168 |
0.500 |
125-162 |
0.382 |
125-157 |
LOW |
125-140 |
0.618 |
125-112 |
1.000 |
125-095 |
1.618 |
125-067 |
2.618 |
125-022 |
4.250 |
124-269 |
|
|
Fisher Pivots for day following 03-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
125-166 |
125-174 |
PP |
125-164 |
125-172 |
S1 |
125-162 |
125-170 |
|