ECBOT 5 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 07-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2020 |
07-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
125-280 |
125-240 |
-0-040 |
-0.1% |
125-315 |
| High |
125-288 |
125-292 |
0-005 |
0.0% |
126-018 |
| Low |
125-215 |
125-230 |
0-015 |
0.0% |
125-205 |
| Close |
125-235 |
125-288 |
0-052 |
0.1% |
125-235 |
| Range |
0-072 |
0-062 |
-0-010 |
-13.8% |
0-132 |
| ATR |
0-056 |
0-057 |
0-000 |
0.8% |
0-000 |
| Volume |
728,963 |
580,566 |
-148,397 |
-20.4% |
4,581,070 |
|
| Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-138 |
126-115 |
126-002 |
|
| R3 |
126-075 |
126-052 |
125-305 |
|
| R2 |
126-012 |
126-012 |
125-299 |
|
| R1 |
125-310 |
125-310 |
125-293 |
126-001 |
| PP |
125-270 |
125-270 |
125-270 |
125-276 |
| S1 |
125-248 |
125-248 |
125-282 |
125-259 |
| S2 |
125-208 |
125-208 |
125-276 |
|
| S3 |
125-145 |
125-185 |
125-270 |
|
| S4 |
125-082 |
125-122 |
125-253 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-017 |
126-258 |
125-308 |
|
| R3 |
126-204 |
126-126 |
125-271 |
|
| R2 |
126-072 |
126-072 |
125-259 |
|
| R1 |
125-313 |
125-313 |
125-247 |
125-286 |
| PP |
125-259 |
125-259 |
125-259 |
125-246 |
| S1 |
125-181 |
125-181 |
125-223 |
125-154 |
| S2 |
125-127 |
125-127 |
125-211 |
|
| S3 |
124-314 |
125-048 |
125-199 |
|
| S4 |
124-182 |
124-236 |
125-162 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-238 |
|
2.618 |
126-136 |
|
1.618 |
126-074 |
|
1.000 |
126-035 |
|
0.618 |
126-011 |
|
HIGH |
125-292 |
|
0.618 |
125-269 |
|
0.500 |
125-261 |
|
0.382 |
125-254 |
|
LOW |
125-230 |
|
0.618 |
125-191 |
|
1.000 |
125-168 |
|
1.618 |
125-129 |
|
2.618 |
125-066 |
|
4.250 |
124-284 |
|
|
| Fisher Pivots for day following 07-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-279 |
125-276 |
| PP |
125-270 |
125-265 |
| S1 |
125-261 |
125-254 |
|