ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 12-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2020 |
12-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
125-225 |
125-225 |
0-000 |
0.0% |
125-300 |
| High |
125-250 |
125-240 |
-0-010 |
0.0% |
125-318 |
| Low |
125-210 |
125-222 |
0-012 |
0.0% |
125-202 |
| Close |
125-228 |
125-232 |
0-005 |
0.0% |
125-228 |
| Range |
0-040 |
0-018 |
-0-022 |
-56.3% |
0-115 |
| ATR |
0-049 |
0-046 |
-0-002 |
-4.6% |
0-000 |
| Volume |
563,901 |
98,879 |
-465,022 |
-82.5% |
3,184,175 |
|
| Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-284 |
125-276 |
125-242 |
|
| R3 |
125-267 |
125-258 |
125-237 |
|
| R2 |
125-249 |
125-249 |
125-236 |
|
| R1 |
125-241 |
125-241 |
125-234 |
125-245 |
| PP |
125-232 |
125-232 |
125-232 |
125-234 |
| S1 |
125-223 |
125-223 |
125-231 |
125-228 |
| S2 |
125-214 |
125-214 |
125-229 |
|
| S3 |
125-197 |
125-206 |
125-228 |
|
| S4 |
125-179 |
125-188 |
125-223 |
|
|
| 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 |
125-272 |
125-202 |
0-070 |
0.2% |
0-041 |
0.1% |
43% |
False |
False |
528,053 |
| 10 |
126-048 |
125-202 |
0-165 |
0.4% |
0-050 |
0.1% |
18% |
False |
False |
597,483 |
| 20 |
126-048 |
125-202 |
0-165 |
0.4% |
0-043 |
0.1% |
18% |
False |
False |
531,915 |
| 40 |
126-065 |
125-202 |
0-182 |
0.5% |
0-048 |
0.1% |
16% |
False |
False |
610,506 |
| 60 |
126-125 |
125-202 |
0-242 |
0.6% |
0-048 |
0.1% |
12% |
False |
False |
409,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-314 |
|
2.618 |
125-286 |
|
1.618 |
125-268 |
|
1.000 |
125-258 |
|
0.618 |
125-251 |
|
HIGH |
125-240 |
|
0.618 |
125-233 |
|
0.500 |
125-231 |
|
0.382 |
125-229 |
|
LOW |
125-222 |
|
0.618 |
125-212 |
|
1.000 |
125-205 |
|
1.618 |
125-194 |
|
2.618 |
125-177 |
|
4.250 |
125-148 |
|
|
| Fisher Pivots for day following 12-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-232 |
125-232 |
| PP |
125-232 |
125-231 |
| S1 |
125-231 |
125-230 |
|