ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 16-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
125-265 |
125-240 |
-0-025 |
-0.1% |
125-310 |
| High |
125-280 |
125-270 |
-0-010 |
0.0% |
126-025 |
| Low |
125-242 |
125-220 |
-0-022 |
-0.1% |
125-135 |
| Close |
125-252 |
125-240 |
-0-012 |
0.0% |
125-252 |
| Range |
0-038 |
0-050 |
0-012 |
33.3% |
0-210 |
| ATR |
0-062 |
0-061 |
-0-001 |
-1.3% |
0-000 |
| Volume |
9,570 |
27,933 |
18,363 |
191.9% |
47,588 |
|
| Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-073 |
126-047 |
125-268 |
|
| R3 |
126-023 |
125-317 |
125-254 |
|
| R2 |
125-293 |
125-293 |
125-249 |
|
| R1 |
125-267 |
125-267 |
125-245 |
125-265 |
| PP |
125-243 |
125-243 |
125-243 |
125-242 |
| S1 |
125-217 |
125-217 |
125-235 |
125-215 |
| S2 |
125-193 |
125-193 |
125-231 |
|
| S3 |
125-143 |
125-167 |
125-226 |
|
| S4 |
125-093 |
125-117 |
125-212 |
|
|
| 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 |
126-162 |
|
2.618 |
126-081 |
|
1.618 |
126-031 |
|
1.000 |
126-000 |
|
0.618 |
125-301 |
|
HIGH |
125-270 |
|
0.618 |
125-251 |
|
0.500 |
125-245 |
|
0.382 |
125-239 |
|
LOW |
125-220 |
|
0.618 |
125-189 |
|
1.000 |
125-170 |
|
1.618 |
125-139 |
|
2.618 |
125-089 |
|
4.250 |
125-008 |
|
|
| Fisher Pivots for day following 16-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-245 |
125-239 |
| PP |
125-243 |
125-238 |
| S1 |
125-242 |
125-236 |
|