ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 02-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
126-008 |
125-230 |
-0-098 |
-0.2% |
125-300 |
High |
126-015 |
125-255 |
-0-080 |
-0.2% |
126-000 |
Low |
125-208 |
125-205 |
-0-002 |
0.0% |
125-262 |
Close |
125-218 |
125-230 |
0-012 |
0.0% |
126-000 |
Range |
0-128 |
0-050 |
-0-078 |
-60.8% |
0-058 |
ATR |
0-055 |
0-055 |
0-000 |
-0.7% |
0-000 |
Volume |
1,284,126 |
822,166 |
-461,960 |
-36.0% |
5,234,074 |
|
Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-060 |
126-035 |
125-258 |
|
R3 |
126-010 |
125-305 |
125-244 |
|
R2 |
125-280 |
125-280 |
125-239 |
|
R1 |
125-255 |
125-255 |
125-235 |
125-255 |
PP |
125-230 |
125-230 |
125-230 |
125-230 |
S1 |
125-205 |
125-205 |
125-225 |
125-205 |
S2 |
125-180 |
125-180 |
125-221 |
|
S3 |
125-130 |
125-155 |
125-216 |
|
S4 |
125-080 |
125-105 |
125-202 |
|
|
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 |
126-148 |
2.618 |
126-066 |
1.618 |
126-016 |
1.000 |
125-305 |
0.618 |
125-286 |
HIGH |
125-255 |
0.618 |
125-236 |
0.500 |
125-230 |
0.382 |
125-224 |
LOW |
125-205 |
0.618 |
125-174 |
1.000 |
125-155 |
1.618 |
125-124 |
2.618 |
125-074 |
4.250 |
124-312 |
|
|
Fisher Pivots for day following 02-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
125-230 |
125-271 |
PP |
125-230 |
125-258 |
S1 |
125-230 |
125-244 |
|