ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 05-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2020 |
05-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
126-005 |
125-300 |
-0-025 |
-0.1% |
126-022 |
| High |
126-035 |
125-318 |
-0-038 |
-0.1% |
126-048 |
| Low |
125-295 |
125-222 |
-0-072 |
-0.2% |
125-280 |
| Close |
125-305 |
125-242 |
-0-062 |
-0.2% |
125-305 |
| Range |
0-060 |
0-095 |
0-035 |
58.3% |
0-088 |
| ATR |
0-046 |
0-049 |
0-004 |
7.7% |
0-000 |
| Volume |
643,708 |
642,787 |
-921 |
-0.1% |
3,097,433 |
|
| Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-226 |
126-169 |
125-295 |
|
| R3 |
126-131 |
126-074 |
125-269 |
|
| R2 |
126-036 |
126-036 |
125-260 |
|
| R1 |
125-299 |
125-299 |
125-251 |
125-280 |
| PP |
125-261 |
125-261 |
125-261 |
125-251 |
| S1 |
125-204 |
125-204 |
125-234 |
125-185 |
| S2 |
125-166 |
125-166 |
125-225 |
|
| S3 |
125-071 |
125-109 |
125-216 |
|
| S4 |
124-296 |
125-014 |
125-190 |
|
|
| 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 |
125-222 |
0-145 |
0.4% |
0-058 |
0.1% |
14% |
False |
True |
666,914 |
| 10 |
126-048 |
125-222 |
0-145 |
0.4% |
0-045 |
0.1% |
14% |
False |
True |
569,811 |
| 20 |
126-048 |
125-222 |
0-145 |
0.4% |
0-044 |
0.1% |
14% |
False |
True |
541,404 |
| 40 |
126-088 |
125-218 |
0-190 |
0.5% |
0-051 |
0.1% |
13% |
False |
False |
546,799 |
| 60 |
126-125 |
125-218 |
0-228 |
0.6% |
0-047 |
0.1% |
11% |
False |
False |
365,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-081 |
|
2.618 |
126-246 |
|
1.618 |
126-151 |
|
1.000 |
126-092 |
|
0.618 |
126-056 |
|
HIGH |
125-318 |
|
0.618 |
125-281 |
|
0.500 |
125-270 |
|
0.382 |
125-259 |
|
LOW |
125-222 |
|
0.618 |
125-164 |
|
1.000 |
125-128 |
|
1.618 |
125-069 |
|
2.618 |
124-294 |
|
4.250 |
124-139 |
|
|
| Fisher Pivots for day following 05-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-270 |
125-289 |
| PP |
125-261 |
125-273 |
| S1 |
125-252 |
125-258 |
|