ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 30-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2020 |
30-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
125-280 |
125-315 |
0-035 |
0.1% |
125-300 |
High |
126-000 |
126-018 |
0-018 |
0.0% |
126-000 |
Low |
125-278 |
125-300 |
0-022 |
0.1% |
125-262 |
Close |
126-000 |
126-010 |
0-010 |
0.0% |
126-000 |
Range |
0-042 |
0-038 |
-0-005 |
-11.8% |
0-058 |
ATR |
0-051 |
0-050 |
-0-001 |
-1.9% |
0-000 |
Volume |
415,503 |
1,024,050 |
608,547 |
146.5% |
5,234,074 |
|
Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-115 |
126-100 |
126-031 |
|
R3 |
126-078 |
126-062 |
126-020 |
|
R2 |
126-040 |
126-040 |
126-017 |
|
R1 |
126-025 |
126-025 |
126-013 |
126-032 |
PP |
126-002 |
126-002 |
126-002 |
126-006 |
S1 |
125-308 |
125-308 |
126-007 |
125-315 |
S2 |
125-285 |
125-285 |
126-003 |
|
S3 |
125-248 |
125-270 |
126-000 |
|
S4 |
125-210 |
125-232 |
125-309 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-153 |
126-134 |
126-032 |
|
R3 |
126-096 |
126-077 |
126-016 |
|
R2 |
126-038 |
126-038 |
126-011 |
|
R1 |
126-019 |
126-019 |
126-005 |
126-029 |
PP |
125-301 |
125-301 |
125-301 |
125-306 |
S1 |
125-282 |
125-282 |
125-315 |
125-291 |
S2 |
125-243 |
125-243 |
125-309 |
|
S3 |
125-186 |
125-224 |
125-304 |
|
S4 |
125-128 |
125-167 |
125-288 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-177 |
2.618 |
126-116 |
1.618 |
126-078 |
1.000 |
126-055 |
0.618 |
126-041 |
HIGH |
126-018 |
0.618 |
126-003 |
0.500 |
125-319 |
0.382 |
125-314 |
LOW |
125-300 |
0.618 |
125-277 |
1.000 |
125-262 |
1.618 |
125-239 |
2.618 |
125-202 |
4.250 |
125-141 |
|
|
Fisher Pivots for day following 30-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
126-006 |
126-000 |
PP |
126-002 |
125-310 |
S1 |
125-319 |
125-300 |
|