ECBOT 5 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 09-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2020 |
09-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
125-200 |
125-170 |
-0-030 |
-0.1% |
125-210 |
High |
125-220 |
125-175 |
-0-045 |
-0.1% |
125-232 |
Low |
125-182 |
125-155 |
-0-028 |
-0.1% |
125-118 |
Close |
125-192 |
125-168 |
-0-025 |
-0.1% |
125-150 |
Range |
0-038 |
0-020 |
-0-018 |
-46.7% |
0-115 |
ATR |
0-051 |
0-050 |
-0-001 |
-1.9% |
0-000 |
Volume |
5,013 |
2,736 |
-2,277 |
-45.4% |
333,008 |
|
Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-226 |
125-217 |
125-178 |
|
R3 |
125-206 |
125-197 |
125-173 |
|
R2 |
125-186 |
125-186 |
125-171 |
|
R1 |
125-177 |
125-177 |
125-169 |
125-171 |
PP |
125-166 |
125-166 |
125-166 |
125-163 |
S1 |
125-157 |
125-157 |
125-166 |
125-151 |
S2 |
125-146 |
125-146 |
125-164 |
|
S3 |
125-126 |
125-137 |
125-162 |
|
S4 |
125-106 |
125-117 |
125-156 |
|
|
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 |
125-220 |
125-132 |
0-088 |
0.2% |
0-040 |
0.1% |
40% |
False |
False |
13,374 |
10 |
125-232 |
125-118 |
0-115 |
0.3% |
0-046 |
0.1% |
43% |
False |
False |
195,722 |
20 |
125-232 |
125-048 |
0-185 |
0.5% |
0-045 |
0.1% |
65% |
False |
False |
619,925 |
40 |
125-310 |
125-048 |
0-262 |
0.7% |
0-052 |
0.1% |
46% |
False |
False |
686,381 |
60 |
126-048 |
125-048 |
1-000 |
0.8% |
0-050 |
0.1% |
38% |
False |
False |
637,955 |
80 |
126-065 |
125-048 |
1-018 |
0.8% |
0-050 |
0.1% |
36% |
False |
False |
654,977 |
100 |
126-125 |
125-048 |
1-078 |
1.0% |
0-050 |
0.1% |
30% |
False |
False |
525,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-260 |
2.618 |
125-227 |
1.618 |
125-207 |
1.000 |
125-195 |
0.618 |
125-187 |
HIGH |
125-175 |
0.618 |
125-167 |
0.500 |
125-165 |
0.382 |
125-163 |
LOW |
125-155 |
0.618 |
125-143 |
1.000 |
125-135 |
1.618 |
125-123 |
2.618 |
125-103 |
4.250 |
125-070 |
|
|
Fisher Pivots for day following 09-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
125-167 |
125-185 |
PP |
125-166 |
125-179 |
S1 |
125-165 |
125-173 |
|