ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 24-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2020 |
24-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
125-300 |
125-285 |
-0-015 |
0.0% |
125-240 |
High |
125-300 |
125-290 |
-0-010 |
0.0% |
125-308 |
Low |
125-262 |
125-270 |
0-008 |
0.0% |
125-220 |
Close |
125-280 |
125-280 |
0-000 |
0.0% |
125-295 |
Range |
0-038 |
0-020 |
-0-018 |
-46.7% |
0-088 |
ATR |
0-054 |
0-052 |
-0-002 |
-4.5% |
0-000 |
Volume |
1,938,789 |
1,727,582 |
-211,207 |
-10.9% |
1,048,113 |
|
Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-020 |
126-010 |
125-291 |
|
R3 |
126-000 |
125-310 |
125-286 |
|
R2 |
125-300 |
125-300 |
125-284 |
|
R1 |
125-290 |
125-290 |
125-282 |
125-285 |
PP |
125-280 |
125-280 |
125-280 |
125-278 |
S1 |
125-270 |
125-270 |
125-278 |
125-265 |
S2 |
125-260 |
125-260 |
125-276 |
|
S3 |
125-240 |
125-250 |
125-274 |
|
S4 |
125-220 |
125-230 |
125-269 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-217 |
126-183 |
126-023 |
|
R3 |
126-129 |
126-096 |
125-319 |
|
R2 |
126-042 |
126-042 |
125-311 |
|
R1 |
126-008 |
126-008 |
125-303 |
126-025 |
PP |
125-274 |
125-274 |
125-274 |
125-282 |
S1 |
125-241 |
125-241 |
125-287 |
125-258 |
S2 |
125-187 |
125-187 |
125-279 |
|
S3 |
125-099 |
125-153 |
125-271 |
|
S4 |
125-012 |
125-066 |
125-247 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-055 |
2.618 |
126-022 |
1.618 |
126-002 |
1.000 |
125-310 |
0.618 |
125-302 |
HIGH |
125-290 |
0.618 |
125-282 |
0.500 |
125-280 |
0.382 |
125-278 |
LOW |
125-270 |
0.618 |
125-258 |
1.000 |
125-250 |
1.618 |
125-238 |
2.618 |
125-218 |
4.250 |
125-185 |
|
|
Fisher Pivots for day following 24-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
125-280 |
125-285 |
PP |
125-280 |
125-283 |
S1 |
125-280 |
125-282 |
|