ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 12-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
125-160 |
125-195 |
0-035 |
0.1% |
125-288 |
| High |
125-180 |
125-268 |
0-088 |
0.2% |
126-088 |
| Low |
125-135 |
125-192 |
0-058 |
0.1% |
125-220 |
| Close |
125-170 |
125-258 |
0-088 |
0.2% |
125-312 |
| Range |
0-045 |
0-075 |
0-030 |
66.7% |
0-188 |
| ATR |
0-061 |
0-063 |
0-003 |
4.3% |
0-000 |
| Volume |
5,515 |
10,360 |
4,845 |
87.9% |
8,231 |
|
| Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-144 |
126-116 |
125-299 |
|
| R3 |
126-069 |
126-041 |
125-278 |
|
| R2 |
125-314 |
125-314 |
125-271 |
|
| R1 |
125-286 |
125-286 |
125-264 |
125-300 |
| PP |
125-239 |
125-239 |
125-239 |
125-246 |
| S1 |
125-211 |
125-211 |
125-251 |
125-225 |
| S2 |
125-164 |
125-164 |
125-244 |
|
| S3 |
125-089 |
125-136 |
125-237 |
|
| S4 |
125-014 |
125-061 |
125-216 |
|
|
| 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 |
126-266 |
|
2.618 |
126-144 |
|
1.618 |
126-069 |
|
1.000 |
126-022 |
|
0.618 |
125-314 |
|
HIGH |
125-268 |
|
0.618 |
125-239 |
|
0.500 |
125-230 |
|
0.382 |
125-221 |
|
LOW |
125-192 |
|
0.618 |
125-146 |
|
1.000 |
125-118 |
|
1.618 |
125-071 |
|
2.618 |
124-316 |
|
4.250 |
124-194 |
|
|
| Fisher Pivots for day following 12-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-248 |
125-239 |
| PP |
125-239 |
125-220 |
| S1 |
125-230 |
125-201 |
|