ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 01-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2020 |
01-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
126-038 |
125-315 |
-0-042 |
-0.1% |
125-305 |
| High |
126-048 |
126-020 |
-0-028 |
-0.1% |
126-038 |
| Low |
125-312 |
125-280 |
-0-032 |
-0.1% |
125-305 |
| Close |
126-010 |
126-008 |
-0-002 |
0.0% |
126-022 |
| Range |
0-055 |
0-060 |
0-005 |
9.1% |
0-052 |
| ATR |
0-044 |
0-045 |
0-001 |
2.7% |
0-000 |
| Volume |
888,154 |
678,447 |
-209,707 |
-23.6% |
2,414,051 |
|
| Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-176 |
126-152 |
126-040 |
|
| R3 |
126-116 |
126-092 |
126-024 |
|
| R2 |
126-056 |
126-056 |
126-018 |
|
| R1 |
126-032 |
126-032 |
126-013 |
126-044 |
| PP |
125-316 |
125-316 |
125-316 |
126-002 |
| S1 |
125-292 |
125-292 |
126-002 |
125-304 |
| S2 |
125-256 |
125-256 |
125-316 |
|
| S3 |
125-196 |
125-232 |
125-311 |
|
| S4 |
125-136 |
125-172 |
125-294 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-172 |
126-150 |
126-051 |
|
| R3 |
126-120 |
126-098 |
126-037 |
|
| R2 |
126-068 |
126-068 |
126-032 |
|
| R1 |
126-045 |
126-045 |
126-027 |
126-056 |
| PP |
126-015 |
126-015 |
126-015 |
126-021 |
| S1 |
125-312 |
125-312 |
126-018 |
126-004 |
| S2 |
125-282 |
125-282 |
126-013 |
|
| S3 |
125-230 |
125-260 |
126-008 |
|
| S4 |
125-178 |
125-208 |
125-314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-048 |
125-280 |
0-088 |
0.2% |
0-041 |
0.1% |
54% |
False |
True |
576,195 |
| 10 |
126-048 |
125-280 |
0-088 |
0.2% |
0-037 |
0.1% |
54% |
False |
True |
527,141 |
| 20 |
126-065 |
125-255 |
0-130 |
0.3% |
0-045 |
0.1% |
56% |
False |
False |
541,906 |
| 40 |
126-118 |
125-218 |
0-220 |
0.5% |
0-050 |
0.1% |
50% |
False |
False |
514,792 |
| 60 |
126-125 |
125-218 |
0-228 |
0.6% |
0-046 |
0.1% |
48% |
False |
False |
343,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-275 |
|
2.618 |
126-177 |
|
1.618 |
126-117 |
|
1.000 |
126-080 |
|
0.618 |
126-057 |
|
HIGH |
126-020 |
|
0.618 |
125-317 |
|
0.500 |
125-310 |
|
0.382 |
125-303 |
|
LOW |
125-280 |
|
0.618 |
125-243 |
|
1.000 |
125-220 |
|
1.618 |
125-183 |
|
2.618 |
125-123 |
|
4.250 |
125-025 |
|
|
| Fisher Pivots for day following 01-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
126-002 |
126-006 |
| PP |
125-316 |
126-005 |
| S1 |
125-310 |
126-004 |
|