ECBOT 5 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 11-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
125-182 |
125-205 |
0-022 |
0.1% |
125-158 |
High |
125-210 |
125-260 |
0-050 |
0.1% |
125-260 |
Low |
125-175 |
125-202 |
0-028 |
0.1% |
125-150 |
Close |
125-210 |
125-250 |
0-040 |
0.1% |
125-250 |
Range |
0-035 |
0-058 |
0-022 |
64.3% |
0-110 |
ATR |
0-049 |
0-050 |
0-001 |
1.2% |
0-000 |
Volume |
11,395 |
3,110 |
-8,285 |
-72.7% |
26,712 |
|
Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-090 |
126-068 |
125-282 |
|
R3 |
126-032 |
126-010 |
125-266 |
|
R2 |
125-295 |
125-295 |
125-261 |
|
R1 |
125-272 |
125-272 |
125-255 |
125-284 |
PP |
125-238 |
125-238 |
125-238 |
125-243 |
S1 |
125-215 |
125-215 |
125-245 |
125-226 |
S2 |
125-180 |
125-180 |
125-239 |
|
S3 |
125-122 |
125-158 |
125-234 |
|
S4 |
125-065 |
125-100 |
125-218 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-230 |
126-190 |
125-310 |
|
R3 |
126-120 |
126-080 |
125-280 |
|
R2 |
126-010 |
126-010 |
125-270 |
|
R1 |
125-290 |
125-290 |
125-260 |
125-310 |
PP |
125-220 |
125-220 |
125-220 |
125-230 |
S1 |
125-180 |
125-180 |
125-240 |
125-200 |
S2 |
125-110 |
125-110 |
125-230 |
|
S3 |
125-000 |
125-070 |
125-220 |
|
S4 |
124-210 |
124-280 |
125-190 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-260 |
125-150 |
0-110 |
0.3% |
0-039 |
0.1% |
91% |
True |
False |
5,342 |
10 |
125-260 |
125-118 |
0-142 |
0.4% |
0-048 |
0.1% |
93% |
True |
False |
35,972 |
20 |
125-260 |
125-118 |
0-142 |
0.4% |
0-043 |
0.1% |
93% |
True |
False |
560,567 |
40 |
125-295 |
125-048 |
0-248 |
0.6% |
0-053 |
0.1% |
82% |
False |
False |
662,888 |
60 |
126-048 |
125-048 |
1-000 |
0.8% |
0-050 |
0.1% |
63% |
False |
False |
620,075 |
80 |
126-065 |
125-048 |
1-018 |
0.8% |
0-051 |
0.1% |
60% |
False |
False |
653,510 |
100 |
126-125 |
125-048 |
1-078 |
1.0% |
0-050 |
0.1% |
51% |
False |
False |
525,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-184 |
2.618 |
126-091 |
1.618 |
126-033 |
1.000 |
125-318 |
0.618 |
125-296 |
HIGH |
125-260 |
0.618 |
125-238 |
0.500 |
125-231 |
0.382 |
125-224 |
LOW |
125-202 |
0.618 |
125-167 |
1.000 |
125-145 |
1.618 |
125-109 |
2.618 |
125-052 |
4.250 |
124-278 |
|
|
Fisher Pivots for day following 11-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
125-244 |
125-236 |
PP |
125-238 |
125-222 |
S1 |
125-231 |
125-208 |
|