ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 03-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
125-288 |
125-280 |
-0-008 |
0.0% |
125-315 |
| High |
126-000 |
125-295 |
-0-025 |
-0.1% |
126-058 |
| Low |
125-288 |
125-242 |
-0-045 |
-0.1% |
125-282 |
| Close |
125-290 |
125-270 |
-0-020 |
0.0% |
125-292 |
| Range |
0-032 |
0-052 |
0-020 |
61.5% |
0-095 |
| ATR |
0-038 |
0-039 |
0-001 |
2.7% |
0-000 |
| Volume |
1,817 |
436 |
-1,381 |
-76.0% |
7,086 |
|
| Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-107 |
126-081 |
125-299 |
|
| R3 |
126-054 |
126-028 |
125-284 |
|
| R2 |
126-002 |
126-002 |
125-280 |
|
| R1 |
125-296 |
125-296 |
125-275 |
125-282 |
| PP |
125-269 |
125-269 |
125-269 |
125-262 |
| S1 |
125-243 |
125-243 |
125-265 |
125-230 |
| S2 |
125-217 |
125-217 |
125-260 |
|
| S3 |
125-164 |
125-191 |
125-256 |
|
| S4 |
125-112 |
125-138 |
125-241 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-282 |
126-222 |
126-025 |
|
| R3 |
126-188 |
126-128 |
125-319 |
|
| R2 |
126-092 |
126-092 |
125-310 |
|
| R1 |
126-032 |
126-032 |
125-301 |
126-015 |
| PP |
125-318 |
125-318 |
125-318 |
125-309 |
| S1 |
125-258 |
125-258 |
125-284 |
125-240 |
| S2 |
125-222 |
125-222 |
125-275 |
|
| S3 |
125-128 |
125-162 |
125-266 |
|
| S4 |
125-032 |
125-068 |
125-240 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-198 |
|
2.618 |
126-112 |
|
1.618 |
126-060 |
|
1.000 |
126-028 |
|
0.618 |
126-007 |
|
HIGH |
125-295 |
|
0.618 |
125-275 |
|
0.500 |
125-269 |
|
0.382 |
125-263 |
|
LOW |
125-242 |
|
0.618 |
125-210 |
|
1.000 |
125-190 |
|
1.618 |
125-158 |
|
2.618 |
125-105 |
|
4.250 |
125-019 |
|
|
| Fisher Pivots for day following 03-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-270 |
125-288 |
| PP |
125-269 |
125-282 |
| S1 |
125-269 |
125-276 |
|