ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 13-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2020 |
13-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
125-225 |
125-238 |
0-012 |
0.0% |
125-300 |
| High |
125-240 |
125-288 |
0-048 |
0.1% |
125-318 |
| Low |
125-222 |
125-235 |
0-012 |
0.0% |
125-202 |
| Close |
125-232 |
125-285 |
0-052 |
0.1% |
125-228 |
| Range |
0-018 |
0-052 |
0-035 |
200.0% |
0-115 |
| ATR |
0-046 |
0-047 |
0-001 |
1.3% |
0-000 |
| Volume |
98,879 |
536,601 |
437,722 |
442.7% |
3,184,175 |
|
| Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-107 |
126-088 |
125-314 |
|
| R3 |
126-054 |
126-036 |
125-299 |
|
| R2 |
126-002 |
126-002 |
125-295 |
|
| R1 |
125-303 |
125-303 |
125-290 |
125-312 |
| PP |
125-269 |
125-269 |
125-269 |
125-274 |
| S1 |
125-251 |
125-251 |
125-280 |
125-260 |
| S2 |
125-217 |
125-217 |
125-275 |
|
| S3 |
125-164 |
125-198 |
125-271 |
|
| S4 |
125-112 |
125-146 |
125-256 |
|
|
| 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 |
125-288 |
125-202 |
0-085 |
0.2% |
0-042 |
0.1% |
97% |
True |
False |
470,350 |
| 10 |
126-048 |
125-202 |
0-165 |
0.4% |
0-053 |
0.1% |
50% |
False |
False |
602,996 |
| 20 |
126-048 |
125-202 |
0-165 |
0.4% |
0-044 |
0.1% |
50% |
False |
False |
541,104 |
| 40 |
126-065 |
125-202 |
0-182 |
0.5% |
0-048 |
0.1% |
45% |
False |
False |
623,574 |
| 60 |
126-125 |
125-202 |
0-242 |
0.6% |
0-048 |
0.1% |
34% |
False |
False |
418,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-191 |
|
2.618 |
126-105 |
|
1.618 |
126-052 |
|
1.000 |
126-020 |
|
0.618 |
126-000 |
|
HIGH |
125-288 |
|
0.618 |
125-267 |
|
0.500 |
125-261 |
|
0.382 |
125-255 |
|
LOW |
125-235 |
|
0.618 |
125-203 |
|
1.000 |
125-182 |
|
1.618 |
125-150 |
|
2.618 |
125-098 |
|
4.250 |
125-012 |
|
|
| Fisher Pivots for day following 13-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-277 |
125-273 |
| PP |
125-269 |
125-261 |
| S1 |
125-261 |
125-249 |
|