ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 17-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2020 |
17-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
125-240 |
125-248 |
0-008 |
0.0% |
125-310 |
High |
125-270 |
125-282 |
0-012 |
0.0% |
126-025 |
Low |
125-220 |
125-235 |
0-015 |
0.0% |
125-135 |
Close |
125-240 |
125-272 |
0-032 |
0.1% |
125-252 |
Range |
0-050 |
0-048 |
-0-002 |
-5.0% |
0-210 |
ATR |
0-061 |
0-060 |
-0-001 |
-1.6% |
0-000 |
Volume |
27,933 |
14,799 |
-13,134 |
-47.0% |
47,588 |
|
Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-086 |
126-067 |
125-299 |
|
R3 |
126-038 |
126-019 |
125-286 |
|
R2 |
125-311 |
125-311 |
125-281 |
|
R1 |
125-292 |
125-292 |
125-277 |
125-301 |
PP |
125-263 |
125-263 |
125-263 |
125-268 |
S1 |
125-244 |
125-244 |
125-268 |
125-254 |
S2 |
125-216 |
125-216 |
125-264 |
|
S3 |
125-168 |
125-197 |
125-259 |
|
S4 |
125-121 |
125-149 |
125-246 |
|
|
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 |
126-164 |
2.618 |
126-087 |
1.618 |
126-039 |
1.000 |
126-010 |
0.618 |
125-312 |
HIGH |
125-282 |
0.618 |
125-264 |
0.500 |
125-259 |
0.382 |
125-253 |
LOW |
125-235 |
0.618 |
125-206 |
1.000 |
125-188 |
1.618 |
125-158 |
2.618 |
125-111 |
4.250 |
125-033 |
|
|
Fisher Pivots for day following 17-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
125-268 |
125-265 |
PP |
125-263 |
125-258 |
S1 |
125-259 |
125-251 |
|