ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 05-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
125-150 |
125-268 |
0-118 |
0.3% |
125-180 |
| High |
125-282 |
125-295 |
0-012 |
0.0% |
125-272 |
| Low |
125-122 |
125-235 |
0-112 |
0.3% |
125-180 |
| Close |
125-275 |
125-252 |
-0-022 |
-0.1% |
125-192 |
| Range |
0-160 |
0-060 |
-0-100 |
-62.5% |
0-092 |
| ATR |
0-054 |
0-054 |
0-000 |
0.8% |
0-000 |
| Volume |
1,353,635 |
761,296 |
-592,339 |
-43.8% |
3,815,912 |
|
| Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-121 |
126-087 |
125-286 |
|
| R3 |
126-061 |
126-027 |
125-269 |
|
| R2 |
126-001 |
126-001 |
125-264 |
|
| R1 |
125-287 |
125-287 |
125-258 |
125-274 |
| PP |
125-261 |
125-261 |
125-261 |
125-254 |
| S1 |
125-227 |
125-227 |
125-247 |
125-214 |
| S2 |
125-201 |
125-201 |
125-242 |
|
| S3 |
125-141 |
125-167 |
125-236 |
|
| S4 |
125-081 |
125-107 |
125-220 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-172 |
126-115 |
125-243 |
|
| R3 |
126-080 |
126-022 |
125-218 |
|
| R2 |
125-308 |
125-308 |
125-209 |
|
| R1 |
125-250 |
125-250 |
125-201 |
125-279 |
| PP |
125-215 |
125-215 |
125-215 |
125-229 |
| S1 |
125-158 |
125-158 |
125-184 |
125-186 |
| S2 |
125-122 |
125-122 |
125-176 |
|
| S3 |
125-030 |
125-065 |
125-167 |
|
| S4 |
124-258 |
124-292 |
125-142 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-295 |
125-122 |
0-172 |
0.4% |
0-072 |
0.2% |
75% |
True |
False |
916,185 |
| 10 |
125-295 |
125-122 |
0-172 |
0.4% |
0-058 |
0.1% |
75% |
True |
False |
792,407 |
| 20 |
125-310 |
125-122 |
0-188 |
0.5% |
0-049 |
0.1% |
69% |
False |
False |
653,282 |
| 40 |
126-048 |
125-122 |
0-245 |
0.6% |
0-046 |
0.1% |
53% |
False |
False |
597,933 |
| 60 |
126-065 |
125-122 |
0-262 |
0.7% |
0-049 |
0.1% |
50% |
False |
False |
614,173 |
| 80 |
126-125 |
125-122 |
1-002 |
0.8% |
0-048 |
0.1% |
40% |
False |
False |
461,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-230 |
|
2.618 |
126-132 |
|
1.618 |
126-072 |
|
1.000 |
126-035 |
|
0.618 |
126-012 |
|
HIGH |
125-295 |
|
0.618 |
125-272 |
|
0.500 |
125-265 |
|
0.382 |
125-258 |
|
LOW |
125-235 |
|
0.618 |
125-198 |
|
1.000 |
125-175 |
|
1.618 |
125-138 |
|
2.618 |
125-078 |
|
4.250 |
124-300 |
|
|
| Fisher Pivots for day following 05-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-265 |
125-238 |
| PP |
125-261 |
125-223 |
| S1 |
125-257 |
125-209 |
|