ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 13-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2020 |
13-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
125-085 |
125-165 |
0-080 |
0.2% |
125-202 |
| High |
125-170 |
125-178 |
0-008 |
0.0% |
125-240 |
| Low |
125-085 |
125-142 |
0-058 |
0.1% |
125-048 |
| Close |
125-160 |
125-152 |
-0-008 |
0.0% |
125-152 |
| Range |
0-085 |
0-035 |
-0-050 |
-58.8% |
0-192 |
| ATR |
0-066 |
0-063 |
-0-002 |
-3.3% |
0-000 |
| Volume |
982,961 |
620,679 |
-362,282 |
-36.9% |
4,254,008 |
|
| Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-262 |
125-242 |
125-172 |
|
| R3 |
125-228 |
125-208 |
125-162 |
|
| R2 |
125-192 |
125-192 |
125-159 |
|
| R1 |
125-172 |
125-172 |
125-156 |
125-165 |
| PP |
125-158 |
125-158 |
125-158 |
125-154 |
| S1 |
125-138 |
125-138 |
125-149 |
125-130 |
| S2 |
125-122 |
125-122 |
125-146 |
|
| S3 |
125-088 |
125-102 |
125-143 |
|
| S4 |
125-052 |
125-068 |
125-133 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-084 |
126-311 |
125-258 |
|
| R3 |
126-212 |
126-118 |
125-205 |
|
| R2 |
126-019 |
126-019 |
125-188 |
|
| R1 |
125-246 |
125-246 |
125-170 |
125-196 |
| PP |
125-147 |
125-147 |
125-147 |
125-122 |
| S1 |
125-053 |
125-053 |
125-135 |
125-004 |
| S2 |
124-274 |
124-274 |
125-117 |
|
| S3 |
124-082 |
124-181 |
125-100 |
|
| S4 |
123-209 |
123-308 |
125-047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-240 |
125-048 |
0-192 |
0.5% |
0-082 |
0.2% |
55% |
False |
False |
850,801 |
| 10 |
125-295 |
125-048 |
0-248 |
0.6% |
0-081 |
0.2% |
42% |
False |
False |
853,139 |
| 20 |
125-295 |
125-048 |
0-248 |
0.6% |
0-063 |
0.2% |
42% |
False |
False |
772,409 |
| 40 |
126-048 |
125-048 |
1-000 |
0.8% |
0-053 |
0.1% |
33% |
False |
False |
655,255 |
| 60 |
126-065 |
125-048 |
1-018 |
0.8% |
0-053 |
0.1% |
31% |
False |
False |
693,424 |
| 80 |
126-125 |
125-048 |
1-078 |
1.0% |
0-052 |
0.1% |
26% |
False |
False |
524,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-006 |
|
2.618 |
125-269 |
|
1.618 |
125-234 |
|
1.000 |
125-212 |
|
0.618 |
125-199 |
|
HIGH |
125-178 |
|
0.618 |
125-164 |
|
0.500 |
125-160 |
|
0.382 |
125-156 |
|
LOW |
125-142 |
|
0.618 |
125-121 |
|
1.000 |
125-108 |
|
1.618 |
125-086 |
|
2.618 |
125-051 |
|
4.250 |
124-314 |
|
|
| Fisher Pivots for day following 13-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-160 |
125-139 |
| PP |
125-158 |
125-126 |
| S1 |
125-155 |
125-112 |
|