ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 18-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2020 |
18-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
126-018 |
125-318 |
-0-020 |
0.0% |
126-015 |
High |
126-042 |
126-020 |
-0-022 |
-0.1% |
126-042 |
Low |
125-300 |
125-310 |
0-010 |
0.0% |
125-295 |
Close |
126-000 |
125-315 |
-0-005 |
0.0% |
125-315 |
Range |
0-062 |
0-030 |
-0-032 |
-52.0% |
0-068 |
ATR |
0-054 |
0-053 |
-0-002 |
-3.2% |
0-000 |
Volume |
739,903 |
489,211 |
-250,692 |
-33.9% |
2,999,935 |
|
Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-092 |
126-073 |
126-012 |
|
R3 |
126-062 |
126-043 |
126-003 |
|
R2 |
126-032 |
126-032 |
126-000 |
|
R1 |
126-013 |
126-013 |
125-318 |
126-008 |
PP |
126-002 |
126-002 |
126-002 |
125-319 |
S1 |
125-303 |
125-303 |
125-312 |
125-298 |
S2 |
125-292 |
125-292 |
125-310 |
|
S3 |
125-262 |
125-273 |
125-307 |
|
S4 |
125-232 |
125-243 |
125-298 |
|
|
Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-207 |
126-168 |
126-032 |
|
R3 |
126-139 |
126-101 |
126-014 |
|
R2 |
126-072 |
126-072 |
126-007 |
|
R1 |
126-033 |
126-033 |
126-001 |
126-019 |
PP |
126-004 |
126-004 |
126-004 |
125-317 |
S1 |
125-286 |
125-286 |
125-309 |
125-271 |
S2 |
125-257 |
125-257 |
125-303 |
|
S3 |
125-189 |
125-218 |
125-296 |
|
S4 |
125-122 |
125-151 |
125-278 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-148 |
2.618 |
126-099 |
1.618 |
126-069 |
1.000 |
126-050 |
0.618 |
126-039 |
HIGH |
126-020 |
0.618 |
126-009 |
0.500 |
126-005 |
0.382 |
126-001 |
LOW |
125-310 |
0.618 |
125-291 |
1.000 |
125-280 |
1.618 |
125-261 |
2.618 |
125-231 |
4.250 |
125-182 |
|
|
Fisher Pivots for day following 18-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
126-005 |
126-009 |
PP |
126-002 |
126-004 |
S1 |
125-318 |
126-000 |
|