ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 13-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2020 |
13-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
125-195 |
125-265 |
0-070 |
0.2% |
125-310 |
High |
125-268 |
125-280 |
0-012 |
0.0% |
126-025 |
Low |
125-192 |
125-242 |
0-050 |
0.1% |
125-135 |
Close |
125-258 |
125-252 |
-0-005 |
0.0% |
125-252 |
Range |
0-075 |
0-038 |
-0-038 |
-50.0% |
0-210 |
ATR |
0-063 |
0-062 |
-0-002 |
-2.9% |
0-000 |
Volume |
10,360 |
9,570 |
-790 |
-7.6% |
47,588 |
|
Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-051 |
126-029 |
125-273 |
|
R3 |
126-013 |
125-312 |
125-263 |
|
R2 |
125-296 |
125-296 |
125-259 |
|
R1 |
125-274 |
125-274 |
125-256 |
125-266 |
PP |
125-258 |
125-258 |
125-258 |
125-254 |
S1 |
125-237 |
125-237 |
125-249 |
125-229 |
S2 |
125-221 |
125-221 |
125-246 |
|
S3 |
125-183 |
125-199 |
125-242 |
|
S4 |
125-146 |
125-162 |
125-232 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-234 |
127-133 |
126-048 |
|
R3 |
127-024 |
126-243 |
125-310 |
|
R2 |
126-134 |
126-134 |
125-291 |
|
R1 |
126-033 |
126-033 |
125-272 |
125-299 |
PP |
125-244 |
125-244 |
125-244 |
125-217 |
S1 |
125-143 |
125-143 |
125-233 |
125-089 |
S2 |
125-034 |
125-034 |
125-214 |
|
S3 |
124-144 |
124-253 |
125-195 |
|
S4 |
123-254 |
124-043 |
125-137 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-119 |
2.618 |
126-058 |
1.618 |
126-021 |
1.000 |
125-318 |
0.618 |
125-303 |
HIGH |
125-280 |
0.618 |
125-266 |
0.500 |
125-261 |
0.382 |
125-257 |
LOW |
125-242 |
0.618 |
125-219 |
1.000 |
125-205 |
1.618 |
125-182 |
2.618 |
125-144 |
4.250 |
125-083 |
|
|
Fisher Pivots for day following 13-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
125-261 |
125-238 |
PP |
125-258 |
125-222 |
S1 |
125-255 |
125-208 |
|