ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 11-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
125-212 |
125-160 |
-0-052 |
-0.1% |
125-288 |
High |
125-218 |
125-180 |
-0-038 |
-0.1% |
126-088 |
Low |
125-155 |
125-135 |
-0-020 |
0.0% |
125-220 |
Close |
125-155 |
125-170 |
0-015 |
0.0% |
125-312 |
Range |
0-062 |
0-045 |
-0-018 |
-28.0% |
0-188 |
ATR |
0-062 |
0-061 |
-0-001 |
-2.0% |
0-000 |
Volume |
17,291 |
5,515 |
-11,776 |
-68.1% |
8,231 |
|
Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-297 |
125-278 |
125-195 |
|
R3 |
125-252 |
125-233 |
125-182 |
|
R2 |
125-207 |
125-207 |
125-178 |
|
R1 |
125-188 |
125-188 |
125-174 |
125-198 |
PP |
125-162 |
125-162 |
125-162 |
125-166 |
S1 |
125-143 |
125-143 |
125-166 |
125-152 |
S2 |
125-117 |
125-117 |
125-162 |
|
S3 |
125-072 |
125-098 |
125-158 |
|
S4 |
125-027 |
125-053 |
125-145 |
|
|
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 |
126-051 |
2.618 |
125-298 |
1.618 |
125-253 |
1.000 |
125-225 |
0.618 |
125-208 |
HIGH |
125-180 |
0.618 |
125-163 |
0.500 |
125-158 |
0.382 |
125-152 |
LOW |
125-135 |
0.618 |
125-107 |
1.000 |
125-090 |
1.618 |
125-062 |
2.618 |
125-017 |
4.250 |
124-264 |
|
|
Fisher Pivots for day following 11-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
125-166 |
125-240 |
PP |
125-162 |
125-217 |
S1 |
125-158 |
125-193 |
|