ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 09-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2020 |
09-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
125-292 |
125-280 |
-0-012 |
0.0% |
125-315 |
High |
125-318 |
125-282 |
-0-035 |
-0.1% |
126-018 |
Low |
125-272 |
125-245 |
-0-028 |
-0.1% |
125-205 |
Close |
125-290 |
125-260 |
-0-030 |
-0.1% |
125-235 |
Range |
0-045 |
0-038 |
-0-008 |
-16.7% |
0-132 |
ATR |
0-056 |
0-055 |
-0-001 |
-1.4% |
0-000 |
Volume |
596,425 |
607,259 |
10,834 |
1.8% |
4,581,070 |
|
Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-055 |
126-035 |
125-281 |
|
R3 |
126-018 |
125-318 |
125-270 |
|
R2 |
125-300 |
125-300 |
125-267 |
|
R1 |
125-280 |
125-280 |
125-263 |
125-271 |
PP |
125-262 |
125-262 |
125-262 |
125-258 |
S1 |
125-242 |
125-242 |
125-257 |
125-234 |
S2 |
125-225 |
125-225 |
125-253 |
|
S3 |
125-188 |
125-205 |
125-250 |
|
S4 |
125-150 |
125-168 |
125-239 |
|
|
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 |
126-122 |
2.618 |
126-061 |
1.618 |
126-023 |
1.000 |
126-000 |
0.618 |
125-306 |
HIGH |
125-282 |
0.618 |
125-268 |
0.500 |
125-264 |
0.382 |
125-259 |
LOW |
125-245 |
0.618 |
125-222 |
1.000 |
125-208 |
1.618 |
125-184 |
2.618 |
125-147 |
4.250 |
125-086 |
|
|
Fisher Pivots for day following 09-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
125-264 |
125-274 |
PP |
125-262 |
125-269 |
S1 |
125-261 |
125-265 |
|