ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 01-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
125-315 |
126-008 |
0-012 |
0.0% |
125-300 |
High |
126-018 |
126-015 |
-0-002 |
0.0% |
126-000 |
Low |
125-300 |
125-208 |
-0-092 |
-0.2% |
125-262 |
Close |
126-010 |
125-218 |
-0-112 |
-0.3% |
126-000 |
Range |
0-038 |
0-128 |
0-090 |
240.0% |
0-058 |
ATR |
0-050 |
0-055 |
0-006 |
11.1% |
0-000 |
Volume |
1,024,050 |
1,284,126 |
260,076 |
25.4% |
5,234,074 |
|
Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-316 |
126-234 |
125-288 |
|
R3 |
126-188 |
126-107 |
125-253 |
|
R2 |
126-061 |
126-061 |
125-241 |
|
R1 |
125-299 |
125-299 |
125-229 |
125-276 |
PP |
125-253 |
125-253 |
125-253 |
125-242 |
S1 |
125-172 |
125-172 |
125-206 |
125-149 |
S2 |
125-126 |
125-126 |
125-194 |
|
S3 |
124-318 |
125-044 |
125-182 |
|
S4 |
124-191 |
124-237 |
125-147 |
|
|
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 |
127-237 |
2.618 |
127-029 |
1.618 |
126-221 |
1.000 |
126-142 |
0.618 |
126-094 |
HIGH |
126-015 |
0.618 |
125-286 |
0.500 |
125-271 |
0.382 |
125-256 |
LOW |
125-208 |
0.618 |
125-129 |
1.000 |
125-080 |
1.618 |
125-001 |
2.618 |
124-194 |
4.250 |
123-306 |
|
|
Fisher Pivots for day following 01-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
125-271 |
125-272 |
PP |
125-253 |
125-254 |
S1 |
125-235 |
125-236 |
|