ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 29-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2020 |
29-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
125-248 |
125-245 |
-0-002 |
0.0% |
125-258 |
| High |
125-272 |
125-260 |
-0-012 |
0.0% |
125-260 |
| Low |
125-240 |
125-198 |
-0-042 |
-0.1% |
125-165 |
| Close |
125-245 |
125-208 |
-0-038 |
-0.1% |
125-185 |
| Range |
0-032 |
0-062 |
0-030 |
92.3% |
0-095 |
| ATR |
0-044 |
0-045 |
0-001 |
3.0% |
0-000 |
| Volume |
869,015 |
935,372 |
66,357 |
7.6% |
3,100,877 |
|
| Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-089 |
126-051 |
125-242 |
|
| R3 |
126-027 |
125-308 |
125-225 |
|
| R2 |
125-284 |
125-284 |
125-219 |
|
| R1 |
125-246 |
125-246 |
125-213 |
125-234 |
| PP |
125-222 |
125-222 |
125-222 |
125-216 |
| S1 |
125-183 |
125-183 |
125-202 |
125-171 |
| S2 |
125-159 |
125-159 |
125-196 |
|
| S3 |
125-097 |
125-121 |
125-190 |
|
| S4 |
125-034 |
125-058 |
125-173 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-168 |
126-112 |
125-237 |
|
| R3 |
126-073 |
126-017 |
125-211 |
|
| R2 |
125-298 |
125-298 |
125-202 |
|
| R1 |
125-242 |
125-242 |
125-194 |
125-222 |
| PP |
125-203 |
125-203 |
125-203 |
125-194 |
| S1 |
125-147 |
125-147 |
125-176 |
125-128 |
| S2 |
125-108 |
125-108 |
125-168 |
|
| S3 |
125-013 |
125-052 |
125-159 |
|
| S4 |
124-238 |
124-277 |
125-133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-272 |
125-165 |
0-108 |
0.3% |
0-045 |
0.1% |
40% |
False |
False |
668,630 |
| 10 |
125-288 |
125-165 |
0-122 |
0.3% |
0-044 |
0.1% |
35% |
False |
False |
633,113 |
| 20 |
126-035 |
125-165 |
0-190 |
0.5% |
0-046 |
0.1% |
22% |
False |
False |
587,435 |
| 40 |
126-065 |
125-165 |
0-220 |
0.5% |
0-045 |
0.1% |
19% |
False |
False |
564,671 |
| 60 |
126-118 |
125-165 |
0-272 |
0.7% |
0-049 |
0.1% |
16% |
False |
False |
539,006 |
| 80 |
126-125 |
125-165 |
0-280 |
0.7% |
0-046 |
0.1% |
15% |
False |
False |
404,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-206 |
|
2.618 |
126-104 |
|
1.618 |
126-041 |
|
1.000 |
126-002 |
|
0.618 |
125-299 |
|
HIGH |
125-260 |
|
0.618 |
125-236 |
|
0.500 |
125-229 |
|
0.382 |
125-221 |
|
LOW |
125-198 |
|
0.618 |
125-159 |
|
1.000 |
125-135 |
|
1.618 |
125-096 |
|
2.618 |
125-034 |
|
4.250 |
124-252 |
|
|
| Fisher Pivots for day following 29-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-229 |
125-235 |
| PP |
125-222 |
125-226 |
| S1 |
125-215 |
125-217 |
|