ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 06-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
125-268 |
125-268 |
0-000 |
0.0% |
125-190 |
| High |
125-295 |
125-272 |
-0-022 |
-0.1% |
125-295 |
| Low |
125-235 |
125-188 |
-0-048 |
-0.1% |
125-122 |
| Close |
125-252 |
125-210 |
-0-042 |
-0.1% |
125-210 |
| Range |
0-060 |
0-085 |
0-025 |
41.7% |
0-172 |
| ATR |
0-054 |
0-056 |
0-002 |
4.1% |
0-000 |
| Volume |
761,296 |
758,799 |
-2,497 |
-0.3% |
4,277,387 |
|
| Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-158 |
126-109 |
125-257 |
|
| R3 |
126-073 |
126-024 |
125-233 |
|
| R2 |
125-308 |
125-308 |
125-226 |
|
| R1 |
125-259 |
125-259 |
125-218 |
125-241 |
| PP |
125-223 |
125-223 |
125-223 |
125-214 |
| S1 |
125-174 |
125-174 |
125-202 |
125-156 |
| S2 |
125-138 |
125-138 |
125-194 |
|
| S3 |
125-053 |
125-089 |
125-187 |
|
| S4 |
124-288 |
125-004 |
125-163 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-087 |
127-001 |
125-305 |
|
| R3 |
126-234 |
126-148 |
125-257 |
|
| R2 |
126-062 |
126-062 |
125-242 |
|
| R1 |
125-296 |
125-296 |
125-226 |
126-019 |
| PP |
125-209 |
125-209 |
125-209 |
125-231 |
| S1 |
125-123 |
125-123 |
125-194 |
125-166 |
| S2 |
125-037 |
125-037 |
125-178 |
|
| S3 |
124-184 |
124-271 |
125-163 |
|
| S4 |
124-012 |
124-098 |
125-115 |
|
|
| 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% |
0-080 |
0.2% |
51% |
False |
False |
855,477 |
| 10 |
125-295 |
125-122 |
0-172 |
0.4% |
0-063 |
0.2% |
51% |
False |
False |
809,329 |
| 20 |
125-310 |
125-122 |
0-188 |
0.5% |
0-051 |
0.1% |
47% |
False |
False |
663,027 |
| 40 |
126-048 |
125-122 |
0-245 |
0.6% |
0-047 |
0.1% |
36% |
False |
False |
604,373 |
| 60 |
126-065 |
125-122 |
0-262 |
0.7% |
0-050 |
0.1% |
33% |
False |
False |
626,526 |
| 80 |
126-125 |
125-122 |
1-002 |
0.8% |
0-049 |
0.1% |
27% |
False |
False |
471,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-314 |
|
2.618 |
126-175 |
|
1.618 |
126-090 |
|
1.000 |
126-038 |
|
0.618 |
126-005 |
|
HIGH |
125-272 |
|
0.618 |
125-240 |
|
0.500 |
125-230 |
|
0.382 |
125-220 |
|
LOW |
125-188 |
|
0.618 |
125-135 |
|
1.000 |
125-102 |
|
1.618 |
125-050 |
|
2.618 |
124-285 |
|
4.250 |
124-146 |
|
|
| Fisher Pivots for day following 06-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-230 |
125-210 |
| PP |
125-223 |
125-209 |
| S1 |
125-217 |
125-209 |
|