ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 22-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
125-232 |
125-208 |
-0-025 |
-0.1% |
125-225 |
| High |
125-238 |
125-225 |
-0-012 |
0.0% |
125-310 |
| Low |
125-190 |
125-165 |
-0-025 |
-0.1% |
125-222 |
| Close |
125-215 |
125-182 |
-0-032 |
-0.1% |
125-262 |
| Range |
0-048 |
0-060 |
0-012 |
26.3% |
0-088 |
| ATR |
0-044 |
0-045 |
0-001 |
2.6% |
0-000 |
| Volume |
680,155 |
701,738 |
21,583 |
3.2% |
2,066,378 |
|
| Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-051 |
126-017 |
125-216 |
|
| R3 |
125-311 |
125-277 |
125-199 |
|
| R2 |
125-251 |
125-251 |
125-194 |
|
| R1 |
125-217 |
125-217 |
125-188 |
125-204 |
| PP |
125-191 |
125-191 |
125-191 |
125-184 |
| S1 |
125-157 |
125-157 |
125-177 |
125-144 |
| S2 |
125-131 |
125-131 |
125-172 |
|
| S3 |
125-071 |
125-097 |
125-166 |
|
| S4 |
125-011 |
125-037 |
125-150 |
|
|
| 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 |
125-288 |
125-165 |
0-122 |
0.3% |
0-042 |
0.1% |
14% |
False |
True |
597,596 |
| 10 |
125-310 |
125-165 |
0-145 |
0.4% |
0-040 |
0.1% |
12% |
False |
True |
514,158 |
| 20 |
126-048 |
125-165 |
0-202 |
0.5% |
0-045 |
0.1% |
9% |
False |
True |
564,326 |
| 40 |
126-065 |
125-165 |
0-220 |
0.5% |
0-048 |
0.1% |
8% |
False |
True |
594,658 |
| 60 |
126-125 |
125-165 |
0-280 |
0.7% |
0-049 |
0.1% |
6% |
False |
True |
483,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-160 |
|
2.618 |
126-062 |
|
1.618 |
126-002 |
|
1.000 |
125-285 |
|
0.618 |
125-262 |
|
HIGH |
125-225 |
|
0.618 |
125-202 |
|
0.500 |
125-195 |
|
0.382 |
125-188 |
|
LOW |
125-165 |
|
0.618 |
125-128 |
|
1.000 |
125-105 |
|
1.618 |
125-068 |
|
2.618 |
125-008 |
|
4.250 |
124-230 |
|
|
| Fisher Pivots for day following 22-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-195 |
125-206 |
| PP |
125-191 |
125-198 |
| S1 |
125-187 |
125-190 |
|