ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 09-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2020 |
09-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
125-215 |
125-225 |
0-010 |
0.0% |
125-300 |
| High |
125-248 |
125-250 |
0-002 |
0.0% |
125-318 |
| Low |
125-212 |
125-210 |
-0-002 |
0.0% |
125-202 |
| Close |
125-245 |
125-228 |
-0-018 |
0.0% |
125-228 |
| Range |
0-035 |
0-040 |
0-005 |
14.3% |
0-115 |
| ATR |
0-049 |
0-049 |
-0-001 |
-1.3% |
0-000 |
| Volume |
521,110 |
563,901 |
42,791 |
8.2% |
3,184,175 |
|
| Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-029 |
126-008 |
125-250 |
|
| R3 |
125-309 |
125-288 |
125-238 |
|
| R2 |
125-269 |
125-269 |
125-235 |
|
| R1 |
125-248 |
125-248 |
125-231 |
125-259 |
| PP |
125-229 |
125-229 |
125-229 |
125-234 |
| S1 |
125-208 |
125-208 |
125-224 |
125-219 |
| S2 |
125-189 |
125-189 |
125-220 |
|
| S3 |
125-149 |
125-168 |
125-216 |
|
| S4 |
125-109 |
125-128 |
125-206 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-274 |
126-206 |
125-291 |
|
| R3 |
126-159 |
126-091 |
125-259 |
|
| R2 |
126-044 |
126-044 |
125-249 |
|
| R1 |
125-296 |
125-296 |
125-238 |
125-272 |
| PP |
125-249 |
125-249 |
125-249 |
125-238 |
| S1 |
125-181 |
125-181 |
125-217 |
125-158 |
| S2 |
125-134 |
125-134 |
125-206 |
|
| S3 |
125-019 |
125-066 |
125-196 |
|
| S4 |
124-224 |
124-271 |
125-164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-318 |
125-202 |
0-115 |
0.3% |
0-056 |
0.1% |
22% |
False |
False |
636,835 |
| 10 |
126-048 |
125-202 |
0-165 |
0.4% |
0-051 |
0.1% |
15% |
False |
False |
628,160 |
| 20 |
126-048 |
125-202 |
0-165 |
0.4% |
0-043 |
0.1% |
15% |
False |
False |
545,720 |
| 40 |
126-065 |
125-202 |
0-182 |
0.5% |
0-049 |
0.1% |
14% |
False |
False |
608,276 |
| 60 |
126-125 |
125-202 |
0-242 |
0.6% |
0-048 |
0.1% |
10% |
False |
False |
407,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-100 |
|
2.618 |
126-035 |
|
1.618 |
125-315 |
|
1.000 |
125-290 |
|
0.618 |
125-275 |
|
HIGH |
125-250 |
|
0.618 |
125-235 |
|
0.500 |
125-230 |
|
0.382 |
125-225 |
|
LOW |
125-210 |
|
0.618 |
125-185 |
|
1.000 |
125-170 |
|
1.618 |
125-145 |
|
2.618 |
125-105 |
|
4.250 |
125-040 |
|
|
| Fisher Pivots for day following 09-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-230 |
125-234 |
| PP |
125-229 |
125-232 |
| S1 |
125-228 |
125-230 |
|