ECBOT 5 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 07-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2020 |
07-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
125-182 |
125-158 |
-0-025 |
-0.1% |
125-210 |
High |
125-182 |
125-195 |
0-012 |
0.0% |
125-232 |
Low |
125-132 |
125-150 |
0-018 |
0.0% |
125-118 |
Close |
125-150 |
125-192 |
0-042 |
0.1% |
125-150 |
Range |
0-050 |
0-045 |
-0-005 |
-10.0% |
0-115 |
ATR |
0-052 |
0-052 |
-0-001 |
-1.0% |
0-000 |
Volume |
25,973 |
4,458 |
-21,515 |
-82.8% |
333,008 |
|
Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-314 |
125-298 |
125-217 |
|
R3 |
125-269 |
125-253 |
125-205 |
|
R2 |
125-224 |
125-224 |
125-201 |
|
R1 |
125-208 |
125-208 |
125-197 |
125-216 |
PP |
125-179 |
125-179 |
125-179 |
125-183 |
S1 |
125-163 |
125-163 |
125-188 |
125-171 |
S2 |
125-134 |
125-134 |
125-184 |
|
S3 |
125-089 |
125-118 |
125-180 |
|
S4 |
125-044 |
125-073 |
125-168 |
|
|
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 |
125-230 |
125-118 |
0-112 |
0.3% |
0-058 |
0.1% |
67% |
False |
False |
39,260 |
10 |
125-232 |
125-118 |
0-115 |
0.3% |
0-046 |
0.1% |
65% |
False |
False |
655,128 |
20 |
125-240 |
125-048 |
0-192 |
0.5% |
0-054 |
0.1% |
75% |
False |
False |
741,120 |
40 |
125-310 |
125-048 |
0-262 |
0.7% |
0-053 |
0.1% |
55% |
False |
False |
702,074 |
60 |
126-048 |
125-048 |
1-000 |
0.8% |
0-050 |
0.1% |
45% |
False |
False |
649,956 |
80 |
126-065 |
125-048 |
1-018 |
0.8% |
0-051 |
0.1% |
43% |
False |
False |
655,175 |
100 |
126-125 |
125-048 |
1-078 |
1.0% |
0-050 |
0.1% |
36% |
False |
False |
525,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-066 |
2.618 |
125-313 |
1.618 |
125-268 |
1.000 |
125-240 |
0.618 |
125-223 |
HIGH |
125-195 |
0.618 |
125-178 |
0.500 |
125-172 |
0.382 |
125-167 |
LOW |
125-150 |
0.618 |
125-122 |
1.000 |
125-105 |
1.618 |
125-077 |
2.618 |
125-032 |
4.250 |
124-279 |
|
|
Fisher Pivots for day following 07-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
125-186 |
125-183 |
PP |
125-179 |
125-173 |
S1 |
125-172 |
125-164 |
|