ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 10-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2020 |
10-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
125-280 |
125-272 |
-0-008 |
0.0% |
125-315 |
High |
125-282 |
125-310 |
0-028 |
0.1% |
126-018 |
Low |
125-245 |
125-270 |
0-025 |
0.1% |
125-205 |
Close |
125-260 |
125-305 |
0-045 |
0.1% |
125-235 |
Range |
0-038 |
0-040 |
0-002 |
6.7% |
0-132 |
ATR |
0-055 |
0-055 |
0-000 |
-0.6% |
0-000 |
Volume |
607,259 |
626,094 |
18,835 |
3.1% |
4,581,070 |
|
Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-095 |
126-080 |
126-007 |
|
R3 |
126-055 |
126-040 |
125-316 |
|
R2 |
126-015 |
126-015 |
125-312 |
|
R1 |
126-000 |
126-000 |
125-309 |
126-008 |
PP |
125-295 |
125-295 |
125-295 |
125-299 |
S1 |
125-280 |
125-280 |
125-301 |
125-288 |
S2 |
125-255 |
125-255 |
125-298 |
|
S3 |
125-215 |
125-240 |
125-294 |
|
S4 |
125-175 |
125-200 |
125-283 |
|
|
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 |
126-160 |
2.618 |
126-095 |
1.618 |
126-055 |
1.000 |
126-030 |
0.618 |
126-015 |
HIGH |
125-310 |
0.618 |
125-295 |
0.500 |
125-290 |
0.382 |
125-285 |
LOW |
125-270 |
0.618 |
125-245 |
1.000 |
125-230 |
1.618 |
125-205 |
2.618 |
125-165 |
4.250 |
125-100 |
|
|
Fisher Pivots for day following 10-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
125-300 |
125-297 |
PP |
125-295 |
125-289 |
S1 |
125-290 |
125-281 |
|