ECBOT 5 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 30-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2020 |
30-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
126-035 |
126-022 |
-0-012 |
0.0% |
125-312 |
High |
126-038 |
126-042 |
0-005 |
0.0% |
126-060 |
Low |
126-012 |
126-005 |
-0-008 |
0.0% |
125-305 |
Close |
126-028 |
126-038 |
0-010 |
0.0% |
126-020 |
Range |
0-025 |
0-038 |
0-012 |
50.0% |
0-075 |
ATR |
0-049 |
0-048 |
-0-001 |
-1.6% |
0-000 |
Volume |
463,815 |
429,537 |
-34,278 |
-7.4% |
1,900,975 |
|
Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-141 |
126-127 |
126-058 |
|
R3 |
126-103 |
126-089 |
126-048 |
|
R2 |
126-066 |
126-066 |
126-044 |
|
R1 |
126-052 |
126-052 |
126-041 |
126-059 |
PP |
126-028 |
126-028 |
126-028 |
126-032 |
S1 |
126-014 |
126-014 |
126-034 |
126-021 |
S2 |
125-311 |
125-311 |
126-031 |
|
S3 |
125-273 |
125-297 |
126-027 |
|
S4 |
125-236 |
125-259 |
126-017 |
|
|
Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-247 |
126-208 |
126-061 |
|
R3 |
126-172 |
126-133 |
126-041 |
|
R2 |
126-097 |
126-097 |
126-034 |
|
R1 |
126-058 |
126-058 |
126-027 |
126-078 |
PP |
126-022 |
126-022 |
126-022 |
126-031 |
S1 |
125-303 |
125-303 |
126-013 |
126-002 |
S2 |
125-267 |
125-267 |
126-006 |
|
S3 |
125-192 |
125-228 |
125-319 |
|
S4 |
125-117 |
125-153 |
125-299 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-202 |
2.618 |
126-141 |
1.618 |
126-103 |
1.000 |
126-080 |
0.618 |
126-066 |
HIGH |
126-042 |
0.618 |
126-028 |
0.500 |
126-024 |
0.382 |
126-019 |
LOW |
126-005 |
0.618 |
125-302 |
1.000 |
125-288 |
1.618 |
125-264 |
2.618 |
125-227 |
4.250 |
125-166 |
|
|
Fisher Pivots for day following 30-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
126-033 |
126-030 |
PP |
126-028 |
126-023 |
S1 |
126-024 |
126-016 |
|