ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 06-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
126-055 |
126-052 |
-0-002 |
0.0% |
125-288 |
| High |
126-088 |
126-060 |
-0-028 |
-0.1% |
126-088 |
| Low |
126-025 |
125-298 |
-0-048 |
-0.1% |
125-220 |
| Close |
126-042 |
125-312 |
-0-050 |
-0.1% |
125-312 |
| Range |
0-062 |
0-082 |
0-020 |
32.0% |
0-188 |
| ATR |
0-049 |
0-052 |
0-002 |
4.8% |
0-000 |
| Volume |
1,027 |
2,898 |
1,871 |
182.2% |
8,231 |
|
| Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-258 |
126-208 |
126-038 |
|
| R3 |
126-175 |
126-125 |
126-015 |
|
| R2 |
126-092 |
126-092 |
126-008 |
|
| R1 |
126-042 |
126-042 |
126-000 |
126-026 |
| PP |
126-010 |
126-010 |
126-010 |
126-002 |
| S1 |
125-280 |
125-280 |
125-305 |
125-264 |
| S2 |
125-248 |
125-248 |
125-297 |
|
| S3 |
125-165 |
125-198 |
125-290 |
|
| S4 |
125-082 |
125-115 |
125-267 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-236 |
127-142 |
126-096 |
|
| R3 |
127-048 |
126-274 |
126-044 |
|
| R2 |
126-181 |
126-181 |
126-027 |
|
| R1 |
126-087 |
126-087 |
126-010 |
126-134 |
| PP |
125-313 |
125-313 |
125-313 |
126-017 |
| S1 |
125-219 |
125-219 |
125-295 |
125-266 |
| S2 |
125-126 |
125-126 |
125-278 |
|
| S3 |
124-258 |
125-032 |
125-261 |
|
| S4 |
124-071 |
124-164 |
125-209 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-091 |
|
2.618 |
126-276 |
|
1.618 |
126-193 |
|
1.000 |
126-142 |
|
0.618 |
126-111 |
|
HIGH |
126-060 |
|
0.618 |
126-028 |
|
0.500 |
126-019 |
|
0.382 |
126-009 |
|
LOW |
125-298 |
|
0.618 |
125-247 |
|
1.000 |
125-215 |
|
1.618 |
125-164 |
|
2.618 |
125-082 |
|
4.250 |
124-267 |
|
|
| Fisher Pivots for day following 06-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
126-019 |
125-314 |
| PP |
126-010 |
125-313 |
| S1 |
126-001 |
125-313 |
|