ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 03-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
125-230 |
125-242 |
0-012 |
0.0% |
125-300 |
High |
125-255 |
125-282 |
0-028 |
0.1% |
126-000 |
Low |
125-205 |
125-230 |
0-025 |
0.1% |
125-262 |
Close |
125-230 |
125-262 |
0-032 |
0.1% |
126-000 |
Range |
0-050 |
0-052 |
0-002 |
5.0% |
0-058 |
ATR |
0-055 |
0-055 |
0-000 |
-0.3% |
0-000 |
Volume |
822,166 |
721,765 |
-100,401 |
-12.2% |
5,234,074 |
|
Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-096 |
126-072 |
125-291 |
|
R3 |
126-043 |
126-019 |
125-277 |
|
R2 |
125-311 |
125-311 |
125-272 |
|
R1 |
125-287 |
125-287 |
125-267 |
125-299 |
PP |
125-258 |
125-258 |
125-258 |
125-264 |
S1 |
125-234 |
125-234 |
125-258 |
125-246 |
S2 |
125-206 |
125-206 |
125-253 |
|
S3 |
125-153 |
125-182 |
125-248 |
|
S4 |
125-101 |
125-129 |
125-234 |
|
|
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 |
126-186 |
2.618 |
126-100 |
1.618 |
126-047 |
1.000 |
126-015 |
0.618 |
125-315 |
HIGH |
125-282 |
0.618 |
125-262 |
0.500 |
125-256 |
0.382 |
125-250 |
LOW |
125-230 |
0.618 |
125-198 |
1.000 |
125-178 |
1.618 |
125-145 |
2.618 |
125-093 |
4.250 |
125-007 |
|
|
Fisher Pivots for day following 03-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
125-260 |
125-270 |
PP |
125-258 |
125-268 |
S1 |
125-256 |
125-265 |
|