ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 02-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2020 |
02-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
125-315 |
126-005 |
0-010 |
0.0% |
126-022 |
| High |
126-020 |
126-035 |
0-015 |
0.0% |
126-048 |
| Low |
125-280 |
125-295 |
0-015 |
0.0% |
125-280 |
| Close |
126-008 |
125-305 |
-0-022 |
-0.1% |
125-305 |
| Range |
0-060 |
0-060 |
0-000 |
0.0% |
0-088 |
| ATR |
0-045 |
0-046 |
0-001 |
2.4% |
0-000 |
| Volume |
678,447 |
643,708 |
-34,739 |
-5.1% |
3,097,433 |
|
| Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-178 |
126-142 |
126-018 |
|
| R3 |
126-118 |
126-082 |
126-002 |
|
| R2 |
126-058 |
126-058 |
125-316 |
|
| R1 |
126-022 |
126-022 |
125-310 |
126-010 |
| PP |
125-318 |
125-318 |
125-318 |
125-312 |
| S1 |
125-282 |
125-282 |
125-300 |
125-270 |
| S2 |
125-258 |
125-258 |
125-294 |
|
| S3 |
125-198 |
125-222 |
125-288 |
|
| S4 |
125-138 |
125-162 |
125-272 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-260 |
126-210 |
126-033 |
|
| R3 |
126-172 |
126-122 |
126-009 |
|
| R2 |
126-085 |
126-085 |
126-001 |
|
| R1 |
126-035 |
126-035 |
125-313 |
126-016 |
| PP |
125-318 |
125-318 |
125-318 |
125-308 |
| S1 |
125-268 |
125-268 |
125-297 |
125-249 |
| S2 |
125-230 |
125-230 |
125-289 |
|
| S3 |
125-142 |
125-180 |
125-281 |
|
| S4 |
125-055 |
125-092 |
125-257 |
|
|
| 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% |
0-045 |
0.1% |
29% |
False |
False |
619,486 |
| 10 |
126-048 |
125-280 |
0-088 |
0.2% |
0-040 |
0.1% |
29% |
False |
False |
551,148 |
| 20 |
126-048 |
125-255 |
0-112 |
0.3% |
0-044 |
0.1% |
44% |
False |
False |
546,877 |
| 40 |
126-100 |
125-218 |
0-202 |
0.5% |
0-050 |
0.1% |
43% |
False |
False |
530,800 |
| 60 |
126-125 |
125-218 |
0-228 |
0.6% |
0-046 |
0.1% |
38% |
False |
False |
354,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-290 |
|
2.618 |
126-192 |
|
1.618 |
126-132 |
|
1.000 |
126-095 |
|
0.618 |
126-072 |
|
HIGH |
126-035 |
|
0.618 |
126-012 |
|
0.500 |
126-005 |
|
0.382 |
125-318 |
|
LOW |
125-295 |
|
0.618 |
125-258 |
|
1.000 |
125-235 |
|
1.618 |
125-198 |
|
2.618 |
125-138 |
|
4.250 |
125-040 |
|
|
| Fisher Pivots for day following 02-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
126-005 |
126-004 |
| PP |
125-318 |
125-318 |
| S1 |
125-312 |
125-311 |
|