ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 20-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
125-258 |
125-235 |
-0-022 |
-0.1% |
125-225 |
| High |
125-260 |
125-248 |
-0-012 |
0.0% |
125-310 |
| Low |
125-222 |
125-218 |
-0-005 |
0.0% |
125-222 |
| Close |
125-242 |
125-230 |
-0-012 |
0.0% |
125-262 |
| Range |
0-038 |
0-030 |
-0-008 |
-20.0% |
0-088 |
| ATR |
0-045 |
0-044 |
-0-001 |
-2.4% |
0-000 |
| Volume |
576,121 |
553,288 |
-22,833 |
-4.0% |
2,066,378 |
|
| Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-002 |
125-306 |
125-246 |
|
| R3 |
125-292 |
125-276 |
125-238 |
|
| R2 |
125-262 |
125-262 |
125-236 |
|
| R1 |
125-246 |
125-246 |
125-233 |
125-239 |
| PP |
125-232 |
125-232 |
125-232 |
125-228 |
| S1 |
125-216 |
125-216 |
125-227 |
125-209 |
| S2 |
125-202 |
125-202 |
125-224 |
|
| S3 |
125-172 |
125-186 |
125-222 |
|
| S4 |
125-142 |
125-156 |
125-214 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-208 |
126-162 |
125-311 |
|
| R3 |
126-120 |
126-075 |
125-287 |
|
| R2 |
126-032 |
126-032 |
125-279 |
|
| R1 |
125-308 |
125-308 |
125-271 |
126-010 |
| PP |
125-265 |
125-265 |
125-265 |
125-276 |
| S1 |
125-220 |
125-220 |
125-254 |
125-242 |
| S2 |
125-178 |
125-178 |
125-246 |
|
| S3 |
125-090 |
125-132 |
125-238 |
|
| S4 |
125-002 |
125-045 |
125-214 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-310 |
125-218 |
0-092 |
0.2% |
0-036 |
0.1% |
14% |
False |
True |
512,061 |
| 10 |
125-310 |
125-202 |
0-108 |
0.3% |
0-039 |
0.1% |
26% |
False |
False |
491,205 |
| 20 |
126-048 |
125-202 |
0-165 |
0.4% |
0-043 |
0.1% |
17% |
False |
False |
548,588 |
| 40 |
126-065 |
125-202 |
0-182 |
0.5% |
0-048 |
0.1% |
15% |
False |
False |
656,008 |
| 60 |
126-125 |
125-202 |
0-242 |
0.6% |
0-049 |
0.1% |
11% |
False |
False |
460,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-055 |
|
2.618 |
126-006 |
|
1.618 |
125-296 |
|
1.000 |
125-278 |
|
0.618 |
125-266 |
|
HIGH |
125-248 |
|
0.618 |
125-236 |
|
0.500 |
125-232 |
|
0.382 |
125-229 |
|
LOW |
125-218 |
|
0.618 |
125-199 |
|
1.000 |
125-188 |
|
1.618 |
125-169 |
|
2.618 |
125-139 |
|
4.250 |
125-090 |
|
|
| Fisher Pivots for day following 20-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-232 |
125-252 |
| PP |
125-232 |
125-245 |
| S1 |
125-231 |
125-238 |
|