ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 04-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
125-280 |
125-242 |
-0-038 |
-0.1% |
125-315 |
| High |
125-295 |
126-070 |
0-095 |
0.2% |
126-058 |
| Low |
125-242 |
125-220 |
-0-022 |
-0.1% |
125-282 |
| Close |
125-270 |
126-062 |
0-112 |
0.3% |
125-292 |
| Range |
0-052 |
0-170 |
0-118 |
223.8% |
0-095 |
| ATR |
0-039 |
0-048 |
0-009 |
23.9% |
0-000 |
| Volume |
436 |
2,053 |
1,617 |
370.9% |
7,086 |
|
| Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-201 |
127-142 |
126-156 |
|
| R3 |
127-031 |
126-292 |
126-109 |
|
| R2 |
126-181 |
126-181 |
126-094 |
|
| R1 |
126-122 |
126-122 |
126-078 |
126-151 |
| PP |
126-011 |
126-011 |
126-011 |
126-026 |
| S1 |
125-272 |
125-272 |
126-047 |
125-301 |
| S2 |
125-161 |
125-161 |
126-031 |
|
| S3 |
124-311 |
125-102 |
126-016 |
|
| S4 |
124-141 |
124-252 |
125-289 |
|
|
| 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 |
128-152 |
|
2.618 |
127-195 |
|
1.618 |
127-025 |
|
1.000 |
126-240 |
|
0.618 |
126-175 |
|
HIGH |
126-070 |
|
0.618 |
126-005 |
|
0.500 |
125-305 |
|
0.382 |
125-285 |
|
LOW |
125-220 |
|
0.618 |
125-115 |
|
1.000 |
125-050 |
|
1.618 |
124-265 |
|
2.618 |
124-095 |
|
4.250 |
123-138 |
|
|
| Fisher Pivots for day following 04-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
126-037 |
126-037 |
| PP |
126-011 |
126-011 |
| S1 |
125-305 |
125-305 |
|