ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 05-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
125-242 |
126-055 |
0-132 |
0.3% |
125-315 |
High |
126-070 |
126-088 |
0-018 |
0.0% |
126-058 |
Low |
125-220 |
126-025 |
0-125 |
0.3% |
125-282 |
Close |
126-062 |
126-042 |
-0-020 |
0.0% |
125-292 |
Range |
0-170 |
0-062 |
-0-108 |
-63.2% |
0-095 |
ATR |
0-048 |
0-049 |
0-001 |
2.1% |
0-000 |
Volume |
2,053 |
1,027 |
-1,026 |
-50.0% |
7,086 |
|
Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-239 |
126-203 |
126-077 |
|
R3 |
126-177 |
126-141 |
126-060 |
|
R2 |
126-114 |
126-114 |
126-054 |
|
R1 |
126-078 |
126-078 |
126-048 |
126-065 |
PP |
126-052 |
126-052 |
126-052 |
126-045 |
S1 |
126-016 |
126-016 |
126-037 |
126-002 |
S2 |
125-309 |
125-309 |
126-031 |
|
S3 |
125-247 |
125-273 |
126-025 |
|
S4 |
125-184 |
125-211 |
126-008 |
|
|
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 |
127-033 |
2.618 |
126-251 |
1.618 |
126-189 |
1.000 |
126-150 |
0.618 |
126-126 |
HIGH |
126-088 |
0.618 |
126-064 |
0.500 |
126-056 |
0.382 |
126-049 |
LOW |
126-025 |
0.618 |
125-306 |
1.000 |
125-282 |
1.618 |
125-244 |
2.618 |
125-181 |
4.250 |
125-079 |
|
|
Fisher Pivots for day following 05-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
126-056 |
126-026 |
PP |
126-052 |
126-010 |
S1 |
126-047 |
125-314 |
|