ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 23-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
125-298 |
125-300 |
0-002 |
0.0% |
125-240 |
| High |
125-308 |
125-300 |
-0-008 |
0.0% |
125-308 |
| Low |
125-280 |
125-262 |
-0-018 |
0.0% |
125-220 |
| Close |
125-295 |
125-280 |
-0-015 |
0.0% |
125-295 |
| Range |
0-028 |
0-038 |
0-010 |
36.4% |
0-088 |
| ATR |
0-055 |
0-054 |
-0-001 |
-2.3% |
0-000 |
| Volume |
513,741 |
1,938,789 |
1,425,048 |
277.4% |
1,048,113 |
|
| Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-073 |
126-054 |
125-301 |
|
| R3 |
126-036 |
126-017 |
125-290 |
|
| R2 |
125-318 |
125-318 |
125-287 |
|
| R1 |
125-299 |
125-299 |
125-283 |
125-290 |
| PP |
125-281 |
125-281 |
125-281 |
125-276 |
| S1 |
125-262 |
125-262 |
125-277 |
125-252 |
| S2 |
125-243 |
125-243 |
125-273 |
|
| S3 |
125-206 |
125-224 |
125-270 |
|
| S4 |
125-168 |
125-187 |
125-259 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-217 |
126-183 |
126-023 |
|
| R3 |
126-129 |
126-096 |
125-319 |
|
| R2 |
126-042 |
126-042 |
125-311 |
|
| R1 |
126-008 |
126-008 |
125-303 |
126-025 |
| PP |
125-274 |
125-274 |
125-274 |
125-282 |
| S1 |
125-241 |
125-241 |
125-287 |
125-258 |
| S2 |
125-187 |
125-187 |
125-279 |
|
| S3 |
125-099 |
125-153 |
125-271 |
|
| S4 |
125-012 |
125-066 |
125-247 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-139 |
|
2.618 |
126-078 |
|
1.618 |
126-041 |
|
1.000 |
126-018 |
|
0.618 |
126-003 |
|
HIGH |
125-300 |
|
0.618 |
125-286 |
|
0.500 |
125-281 |
|
0.382 |
125-277 |
|
LOW |
125-262 |
|
0.618 |
125-239 |
|
1.000 |
125-225 |
|
1.618 |
125-202 |
|
2.618 |
125-164 |
|
4.250 |
125-103 |
|
|
| Fisher Pivots for day following 23-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-281 |
125-285 |
| PP |
125-281 |
125-283 |
| S1 |
125-280 |
125-282 |
|