ECBOT 5 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 04-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2020 |
04-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
125-150 |
125-182 |
0-032 |
0.1% |
125-210 |
High |
125-185 |
125-182 |
-0-002 |
0.0% |
125-232 |
Low |
125-140 |
125-132 |
-0-008 |
0.0% |
125-118 |
Close |
125-168 |
125-150 |
-0-018 |
0.0% |
125-150 |
Range |
0-045 |
0-050 |
0-005 |
11.1% |
0-115 |
ATR |
0-053 |
0-052 |
0-000 |
-0.4% |
0-000 |
Volume |
28,691 |
25,973 |
-2,718 |
-9.5% |
333,008 |
|
Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-305 |
125-278 |
125-178 |
|
R3 |
125-255 |
125-228 |
125-164 |
|
R2 |
125-205 |
125-205 |
125-159 |
|
R1 |
125-178 |
125-178 |
125-155 |
125-166 |
PP |
125-155 |
125-155 |
125-155 |
125-149 |
S1 |
125-128 |
125-128 |
125-145 |
125-116 |
S2 |
125-105 |
125-105 |
125-141 |
|
S3 |
125-055 |
125-078 |
125-136 |
|
S4 |
125-005 |
125-028 |
125-122 |
|
|
Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-192 |
126-126 |
125-213 |
|
R3 |
126-077 |
126-011 |
125-182 |
|
R2 |
125-282 |
125-282 |
125-171 |
|
R1 |
125-216 |
125-216 |
125-161 |
125-191 |
PP |
125-167 |
125-167 |
125-167 |
125-154 |
S1 |
125-101 |
125-101 |
125-139 |
125-076 |
S2 |
125-052 |
125-052 |
125-129 |
|
S3 |
124-257 |
124-306 |
125-118 |
|
S4 |
124-142 |
124-191 |
125-087 |
|
|
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% |
0-056 |
0.1% |
28% |
False |
False |
66,601 |
10 |
125-232 |
125-118 |
0-115 |
0.3% |
0-045 |
0.1% |
28% |
False |
False |
750,327 |
20 |
125-272 |
125-048 |
0-225 |
0.6% |
0-056 |
0.1% |
46% |
False |
False |
778,837 |
40 |
125-310 |
125-048 |
0-262 |
0.7% |
0-053 |
0.1% |
39% |
False |
False |
716,060 |
60 |
126-048 |
125-048 |
1-000 |
0.8% |
0-050 |
0.1% |
32% |
False |
False |
658,234 |
80 |
126-065 |
125-048 |
1-018 |
0.8% |
0-051 |
0.1% |
30% |
False |
False |
655,339 |
100 |
126-125 |
125-048 |
1-078 |
1.0% |
0-050 |
0.1% |
26% |
False |
False |
525,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-075 |
2.618 |
125-313 |
1.618 |
125-263 |
1.000 |
125-232 |
0.618 |
125-213 |
HIGH |
125-182 |
0.618 |
125-163 |
0.500 |
125-158 |
0.382 |
125-152 |
LOW |
125-132 |
0.618 |
125-102 |
1.000 |
125-082 |
1.618 |
125-052 |
2.618 |
125-002 |
4.250 |
124-240 |
|
|
Fisher Pivots for day following 04-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
125-158 |
125-151 |
PP |
125-155 |
125-151 |
S1 |
125-152 |
125-150 |
|