ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 19-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2020 |
19-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
125-280 |
125-270 |
-0-010 |
0.0% |
125-310 |
High |
125-292 |
125-298 |
0-005 |
0.0% |
126-025 |
Low |
125-248 |
125-265 |
0-018 |
0.0% |
125-135 |
Close |
125-258 |
125-278 |
0-020 |
0.0% |
125-252 |
Range |
0-045 |
0-032 |
-0-012 |
-27.8% |
0-210 |
ATR |
0-059 |
0-057 |
-0-001 |
-2.3% |
0-000 |
Volume |
129,826 |
361,814 |
231,988 |
178.7% |
47,588 |
|
Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-058 |
126-040 |
125-295 |
|
R3 |
126-025 |
126-008 |
125-286 |
|
R2 |
125-312 |
125-312 |
125-283 |
|
R1 |
125-295 |
125-295 |
125-280 |
125-304 |
PP |
125-280 |
125-280 |
125-280 |
125-284 |
S1 |
125-262 |
125-262 |
125-275 |
125-271 |
S2 |
125-248 |
125-248 |
125-272 |
|
S3 |
125-215 |
125-230 |
125-269 |
|
S4 |
125-182 |
125-198 |
125-260 |
|
|
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 |
126-116 |
2.618 |
126-063 |
1.618 |
126-030 |
1.000 |
126-010 |
0.618 |
125-318 |
HIGH |
125-298 |
0.618 |
125-285 |
0.500 |
125-281 |
0.382 |
125-277 |
LOW |
125-265 |
0.618 |
125-245 |
1.000 |
125-232 |
1.618 |
125-212 |
2.618 |
125-180 |
4.250 |
125-127 |
|
|
Fisher Pivots for day following 19-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
125-281 |
125-274 |
PP |
125-280 |
125-270 |
S1 |
125-279 |
125-266 |
|