ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 25-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2020 |
25-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
125-285 |
125-275 |
-0-010 |
0.0% |
125-240 |
High |
125-290 |
125-310 |
0-020 |
0.0% |
125-308 |
Low |
125-270 |
125-262 |
-0-008 |
0.0% |
125-220 |
Close |
125-280 |
125-288 |
0-008 |
0.0% |
125-295 |
Range |
0-020 |
0-048 |
0-028 |
137.5% |
0-088 |
ATR |
0-052 |
0-051 |
0-000 |
-0.6% |
0-000 |
Volume |
1,727,582 |
1,152,200 |
-575,382 |
-33.3% |
1,048,113 |
|
Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-109 |
126-086 |
125-314 |
|
R3 |
126-062 |
126-038 |
125-301 |
|
R2 |
126-014 |
126-014 |
125-296 |
|
R1 |
125-311 |
125-311 |
125-292 |
126-002 |
PP |
125-287 |
125-287 |
125-287 |
125-292 |
S1 |
125-263 |
125-263 |
125-283 |
125-275 |
S2 |
125-239 |
125-239 |
125-279 |
|
S3 |
125-192 |
125-216 |
125-274 |
|
S4 |
125-144 |
125-168 |
125-261 |
|
|
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 |
126-192 |
2.618 |
126-114 |
1.618 |
126-067 |
1.000 |
126-038 |
0.618 |
126-019 |
HIGH |
125-310 |
0.618 |
125-292 |
0.500 |
125-286 |
0.382 |
125-281 |
LOW |
125-262 |
0.618 |
125-233 |
1.000 |
125-215 |
1.618 |
125-186 |
2.618 |
125-138 |
4.250 |
125-061 |
|
|
Fisher Pivots for day following 25-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
125-287 |
125-287 |
PP |
125-287 |
125-287 |
S1 |
125-286 |
125-286 |
|