ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 30-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2020 |
30-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
125-178 |
125-210 |
0-032 |
0.1% |
125-198 |
| High |
125-215 |
125-232 |
0-018 |
0.0% |
125-215 |
| Low |
125-178 |
125-198 |
0-020 |
0.0% |
125-162 |
| Close |
125-215 |
125-222 |
0-008 |
0.0% |
125-215 |
| Range |
0-038 |
0-035 |
-0-002 |
-6.7% |
0-052 |
| ATR |
0-051 |
0-050 |
-0-001 |
-2.2% |
0-000 |
| Volume |
314,013 |
141,164 |
-172,849 |
-55.0% |
6,213,822 |
|
| Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-002 |
125-308 |
125-242 |
|
| R3 |
125-288 |
125-272 |
125-232 |
|
| R2 |
125-252 |
125-252 |
125-229 |
|
| R1 |
125-238 |
125-238 |
125-226 |
125-245 |
| PP |
125-218 |
125-218 |
125-218 |
125-221 |
| S1 |
125-202 |
125-202 |
125-219 |
125-210 |
| S2 |
125-182 |
125-182 |
125-216 |
|
| S3 |
125-148 |
125-168 |
125-213 |
|
| S4 |
125-112 |
125-132 |
125-203 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-035 |
126-018 |
125-244 |
|
| R3 |
125-302 |
125-285 |
125-229 |
|
| R2 |
125-250 |
125-250 |
125-225 |
|
| R1 |
125-232 |
125-232 |
125-220 |
125-241 |
| PP |
125-198 |
125-198 |
125-198 |
125-202 |
| S1 |
125-180 |
125-180 |
125-210 |
125-189 |
| S2 |
125-145 |
125-145 |
125-205 |
|
| S3 |
125-092 |
125-128 |
125-201 |
|
| S4 |
125-040 |
125-075 |
125-186 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-232 |
125-162 |
0-070 |
0.2% |
0-034 |
0.1% |
86% |
True |
False |
1,270,997 |
| 10 |
125-232 |
125-125 |
0-108 |
0.3% |
0-038 |
0.1% |
91% |
True |
False |
1,037,210 |
| 20 |
125-295 |
125-048 |
0-248 |
0.6% |
0-059 |
0.1% |
71% |
False |
False |
945,175 |
| 40 |
125-318 |
125-048 |
0-270 |
0.7% |
0-052 |
0.1% |
65% |
False |
False |
776,771 |
| 60 |
126-048 |
125-048 |
1-000 |
0.8% |
0-050 |
0.1% |
55% |
False |
False |
700,139 |
| 80 |
126-100 |
125-048 |
1-052 |
0.9% |
0-051 |
0.1% |
47% |
False |
False |
653,785 |
| 100 |
126-125 |
125-048 |
1-078 |
1.0% |
0-049 |
0.1% |
44% |
False |
False |
523,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-061 |
|
2.618 |
126-004 |
|
1.618 |
125-289 |
|
1.000 |
125-268 |
|
0.618 |
125-254 |
|
HIGH |
125-232 |
|
0.618 |
125-219 |
|
0.500 |
125-215 |
|
0.382 |
125-211 |
|
LOW |
125-198 |
|
0.618 |
125-176 |
|
1.000 |
125-162 |
|
1.618 |
125-141 |
|
2.618 |
125-106 |
|
4.250 |
125-049 |
|
|
| Fisher Pivots for day following 30-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-220 |
125-214 |
| PP |
125-218 |
125-206 |
| S1 |
125-215 |
125-198 |
|