ECBOT 5 Year T-Note Future December 2020
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Nov-2020 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Nov-2020 | 
                    09-Nov-2020 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        125-268 | 
                        125-202 | 
                        -0-065 | 
                        -0.2% | 
                        125-190 | 
                     
                    
                        | High | 
                        125-272 | 
                        125-240 | 
                        -0-032 | 
                        -0.1% | 
                        125-295 | 
                     
                    
                        | Low | 
                        125-188 | 
                        125-060 | 
                        -0-128 | 
                        -0.3% | 
                        125-122 | 
                     
                    
                        | Close | 
                        125-210 | 
                        125-088 | 
                        -0-122 | 
                        -0.3% | 
                        125-210 | 
                     
                    
                        | Range | 
                        0-085 | 
                        0-180 | 
                        0-095 | 
                        111.8% | 
                        0-172 | 
                     
                    
                        | ATR | 
                        0-056 | 
                        0-065 | 
                        0-009 | 
                        15.7% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        758,799 | 
                        1,455,387 | 
                        696,588 | 
                        91.8% | 
                        4,277,387 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Nov-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                127-029 | 
                126-238 | 
                125-186 | 
                 | 
             
            
                | R3 | 
                126-169 | 
                126-058 | 
                125-137 | 
                 | 
             
            
                | R2 | 
                125-309 | 
                125-309 | 
                125-120 | 
                 | 
             
            
                | R1 | 
                125-198 | 
                125-198 | 
                125-104 | 
                125-164 | 
             
            
                | PP | 
                125-129 | 
                125-129 | 
                125-129 | 
                125-112 | 
             
            
                | S1 | 
                125-018 | 
                125-018 | 
                125-071 | 
                124-304 | 
             
            
                | S2 | 
                124-269 | 
                124-269 | 
                125-054 | 
                 | 
             
            
                | S3 | 
                124-089 | 
                124-158 | 
                125-038 | 
                 | 
             
            
                | S4 | 
                123-229 | 
                123-298 | 
                124-308 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                125-060 | 
                0-235 | 
                0.6% | 
                0-108 | 
                0.3% | 
                12% | 
                False | 
                True | 
                999,908 | 
                 
                
                | 10 | 
                125-295 | 
                125-060 | 
                0-235 | 
                0.6% | 
                0-076 | 
                0.2% | 
                12% | 
                False | 
                True | 
                907,438 | 
                 
                
                | 20 | 
                125-310 | 
                125-060 | 
                0-250 | 
                0.6% | 
                0-060 | 
                0.1% | 
                11% | 
                False | 
                True | 
                730,853 | 
                 
                
                | 40 | 
                126-048 | 
                125-060 | 
                0-308 | 
                0.8% | 
                0-051 | 
                0.1% | 
                9% | 
                False | 
                True | 
                631,384 | 
                 
                
                | 60 | 
                126-065 | 
                125-060 | 
                1-005 | 
                0.8% | 
                0-052 | 
                0.1% | 
                8% | 
                False | 
                True | 
                650,622 | 
                 
                
                | 80 | 
                126-125 | 
                125-060 | 
                1-065 | 
                1.0% | 
                0-051 | 
                0.1% | 
                7% | 
                False | 
                True | 
                489,580 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            128-045 | 
         
        
            | 
2.618             | 
            127-071 | 
         
        
            | 
1.618             | 
            126-211 | 
         
        
            | 
1.000             | 
            126-100 | 
         
        
            | 
0.618             | 
            126-031 | 
         
        
            | 
HIGH             | 
            125-240 | 
         
        
            | 
0.618             | 
            125-171 | 
         
        
            | 
0.500             | 
            125-150 | 
         
        
            | 
0.382             | 
            125-129 | 
         
        
            | 
LOW             | 
            125-060 | 
         
        
            | 
0.618             | 
            124-269 | 
         
        
            | 
1.000             | 
            124-200 | 
         
        
            | 
1.618             | 
            124-089 | 
         
        
            | 
2.618             | 
            123-229 | 
         
        
            | 
4.250             | 
            122-255 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Nov-2020 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                125-150 | 
                                125-178 | 
                             
                            
                                | PP | 
                                125-129 | 
                                125-148 | 
                             
                            
                                | S1 | 
                                125-108 | 
                                125-118 | 
                             
             
         |