ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 16-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
125-165 |
125-150 |
-0-015 |
0.0% |
125-202 |
| High |
125-178 |
125-172 |
-0-005 |
0.0% |
125-240 |
| Low |
125-142 |
125-125 |
-0-018 |
0.0% |
125-048 |
| Close |
125-152 |
125-145 |
-0-008 |
0.0% |
125-152 |
| Range |
0-035 |
0-048 |
0-012 |
35.7% |
0-192 |
| ATR |
0-063 |
0-062 |
-0-001 |
-1.8% |
0-000 |
| Volume |
620,679 |
681,303 |
60,624 |
9.8% |
4,254,008 |
|
| Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-290 |
125-265 |
125-171 |
|
| R3 |
125-242 |
125-218 |
125-158 |
|
| R2 |
125-195 |
125-195 |
125-154 |
|
| R1 |
125-170 |
125-170 |
125-149 |
125-159 |
| PP |
125-148 |
125-148 |
125-148 |
125-142 |
| S1 |
125-122 |
125-122 |
125-141 |
125-111 |
| S2 |
125-100 |
125-100 |
125-136 |
|
| S3 |
125-052 |
125-075 |
125-132 |
|
| S4 |
125-005 |
125-028 |
125-119 |
|
|
| 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 |
125-178 |
125-048 |
0-130 |
0.3% |
0-056 |
0.1% |
75% |
False |
False |
695,984 |
| 10 |
125-295 |
125-048 |
0-248 |
0.6% |
0-082 |
0.2% |
39% |
False |
False |
847,946 |
| 20 |
125-295 |
125-048 |
0-248 |
0.6% |
0-063 |
0.2% |
39% |
False |
False |
777,668 |
| 40 |
126-048 |
125-048 |
1-000 |
0.8% |
0-053 |
0.1% |
30% |
False |
False |
660,884 |
| 60 |
126-065 |
125-048 |
1-018 |
0.8% |
0-053 |
0.1% |
29% |
False |
False |
700,843 |
| 80 |
126-125 |
125-048 |
1-078 |
1.0% |
0-052 |
0.1% |
25% |
False |
False |
532,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-054 |
|
2.618 |
125-297 |
|
1.618 |
125-249 |
|
1.000 |
125-220 |
|
0.618 |
125-202 |
|
HIGH |
125-172 |
|
0.618 |
125-154 |
|
0.500 |
125-149 |
|
0.382 |
125-143 |
|
LOW |
125-125 |
|
0.618 |
125-096 |
|
1.000 |
125-078 |
|
1.618 |
125-048 |
|
2.618 |
125-001 |
|
4.250 |
124-243 |
|
|
| Fisher Pivots for day following 16-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-149 |
125-140 |
| PP |
125-148 |
125-136 |
| S1 |
125-146 |
125-131 |
|