ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 11-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
125-118 |
125-078 |
-0-040 |
-0.1% |
125-190 |
| High |
125-128 |
125-092 |
-0-035 |
-0.1% |
125-295 |
| Low |
125-062 |
125-048 |
-0-015 |
0.0% |
125-122 |
| Close |
125-068 |
125-080 |
0-012 |
0.0% |
125-210 |
| Range |
0-065 |
0-045 |
-0-020 |
-30.8% |
0-172 |
| ATR |
0-065 |
0-064 |
-0-001 |
-2.2% |
0-000 |
| Volume |
976,265 |
218,716 |
-757,549 |
-77.6% |
4,277,387 |
|
| Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-208 |
125-189 |
125-105 |
|
| R3 |
125-163 |
125-144 |
125-092 |
|
| R2 |
125-118 |
125-118 |
125-088 |
|
| R1 |
125-099 |
125-099 |
125-084 |
125-109 |
| PP |
125-073 |
125-073 |
125-073 |
125-078 |
| S1 |
125-054 |
125-054 |
125-076 |
125-064 |
| S2 |
125-028 |
125-028 |
125-072 |
|
| S3 |
124-303 |
125-009 |
125-068 |
|
| S4 |
124-258 |
124-284 |
125-055 |
|
|
| 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 |
125-048 |
0-248 |
0.6% |
0-087 |
0.2% |
13% |
False |
True |
834,092 |
| 10 |
125-295 |
125-048 |
0-248 |
0.6% |
0-080 |
0.2% |
13% |
False |
True |
892,546 |
| 20 |
125-310 |
125-048 |
0-262 |
0.7% |
0-061 |
0.2% |
12% |
False |
True |
740,525 |
| 40 |
126-048 |
125-048 |
1-000 |
0.8% |
0-052 |
0.1% |
10% |
False |
True |
639,010 |
| 60 |
126-065 |
125-048 |
1-018 |
0.8% |
0-052 |
0.1% |
10% |
False |
True |
669,979 |
| 80 |
126-125 |
125-048 |
1-078 |
1.0% |
0-051 |
0.1% |
8% |
False |
True |
504,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-284 |
|
2.618 |
125-210 |
|
1.618 |
125-165 |
|
1.000 |
125-138 |
|
0.618 |
125-120 |
|
HIGH |
125-092 |
|
0.618 |
125-075 |
|
0.500 |
125-070 |
|
0.382 |
125-065 |
|
LOW |
125-048 |
|
0.618 |
125-020 |
|
1.000 |
125-002 |
|
1.618 |
124-295 |
|
2.618 |
124-250 |
|
4.250 |
124-176 |
|
|
| Fisher Pivots for day following 11-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-077 |
125-144 |
| PP |
125-073 |
125-122 |
| S1 |
125-070 |
125-101 |
|