ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 08-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2020 |
08-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
125-240 |
125-292 |
0-052 |
0.1% |
125-315 |
High |
125-292 |
125-318 |
0-025 |
0.1% |
126-018 |
Low |
125-230 |
125-272 |
0-042 |
0.1% |
125-205 |
Close |
125-288 |
125-290 |
0-002 |
0.0% |
125-235 |
Range |
0-062 |
0-045 |
-0-018 |
-28.0% |
0-132 |
ATR |
0-057 |
0-056 |
-0-001 |
-1.5% |
0-000 |
Volume |
580,566 |
596,425 |
15,859 |
2.7% |
4,581,070 |
|
Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-108 |
126-084 |
125-315 |
|
R3 |
126-063 |
126-039 |
125-302 |
|
R2 |
126-018 |
126-018 |
125-298 |
|
R1 |
125-314 |
125-314 |
125-294 |
125-304 |
PP |
125-293 |
125-293 |
125-293 |
125-288 |
S1 |
125-269 |
125-269 |
125-286 |
125-259 |
S2 |
125-248 |
125-248 |
125-282 |
|
S3 |
125-203 |
125-224 |
125-278 |
|
S4 |
125-158 |
125-179 |
125-265 |
|
|
Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-017 |
126-258 |
125-308 |
|
R3 |
126-204 |
126-126 |
125-271 |
|
R2 |
126-072 |
126-072 |
125-259 |
|
R1 |
125-313 |
125-313 |
125-247 |
125-286 |
PP |
125-259 |
125-259 |
125-259 |
125-246 |
S1 |
125-181 |
125-181 |
125-223 |
125-154 |
S2 |
125-127 |
125-127 |
125-211 |
|
S3 |
124-314 |
125-048 |
125-199 |
|
S4 |
124-182 |
124-236 |
125-162 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-189 |
2.618 |
126-115 |
1.618 |
126-070 |
1.000 |
126-042 |
0.618 |
126-025 |
HIGH |
125-318 |
0.618 |
125-300 |
0.500 |
125-295 |
0.382 |
125-290 |
LOW |
125-272 |
0.618 |
125-245 |
1.000 |
125-228 |
1.618 |
125-200 |
2.618 |
125-155 |
4.250 |
125-081 |
|
|
Fisher Pivots for day following 08-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
125-295 |
125-282 |
PP |
125-293 |
125-274 |
S1 |
125-292 |
125-266 |
|