ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 28-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2020 |
28-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
125-210 |
125-248 |
0-038 |
0.1% |
125-258 |
| High |
125-248 |
125-272 |
0-025 |
0.1% |
125-260 |
| Low |
125-208 |
125-240 |
0-032 |
0.1% |
125-165 |
| Close |
125-242 |
125-245 |
0-002 |
0.0% |
125-185 |
| Range |
0-040 |
0-032 |
-0-008 |
-18.8% |
0-095 |
| ATR |
0-045 |
0-044 |
-0-001 |
-2.0% |
0-000 |
| Volume |
474,890 |
869,015 |
394,125 |
83.0% |
3,100,877 |
|
| Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-030 |
126-010 |
125-263 |
|
| R3 |
125-318 |
125-298 |
125-254 |
|
| R2 |
125-285 |
125-285 |
125-251 |
|
| R1 |
125-265 |
125-265 |
125-248 |
125-259 |
| PP |
125-252 |
125-252 |
125-252 |
125-249 |
| S1 |
125-232 |
125-232 |
125-242 |
125-226 |
| S2 |
125-220 |
125-220 |
125-239 |
|
| S3 |
125-188 |
125-200 |
125-236 |
|
| S4 |
125-155 |
125-168 |
125-227 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-168 |
126-112 |
125-237 |
|
| R3 |
126-073 |
126-017 |
125-211 |
|
| R2 |
125-298 |
125-298 |
125-202 |
|
| R1 |
125-242 |
125-242 |
125-194 |
125-222 |
| PP |
125-203 |
125-203 |
125-203 |
125-194 |
| S1 |
125-147 |
125-147 |
125-176 |
125-128 |
| S2 |
125-108 |
125-108 |
125-168 |
|
| S3 |
125-013 |
125-052 |
125-159 |
|
| S4 |
124-238 |
124-277 |
125-133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-272 |
125-165 |
0-108 |
0.3% |
0-044 |
0.1% |
74% |
True |
False |
621,903 |
| 10 |
125-310 |
125-165 |
0-145 |
0.4% |
0-042 |
0.1% |
55% |
False |
False |
588,503 |
| 20 |
126-035 |
125-165 |
0-190 |
0.5% |
0-046 |
0.1% |
42% |
False |
False |
574,589 |
| 40 |
126-065 |
125-165 |
0-220 |
0.5% |
0-045 |
0.1% |
36% |
False |
False |
554,883 |
| 60 |
126-122 |
125-165 |
0-278 |
0.7% |
0-048 |
0.1% |
29% |
False |
False |
523,464 |
| 80 |
126-125 |
125-165 |
0-280 |
0.7% |
0-046 |
0.1% |
29% |
False |
False |
393,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-091 |
|
2.618 |
126-038 |
|
1.618 |
126-005 |
|
1.000 |
125-305 |
|
0.618 |
125-293 |
|
HIGH |
125-272 |
|
0.618 |
125-260 |
|
0.500 |
125-256 |
|
0.382 |
125-252 |
|
LOW |
125-240 |
|
0.618 |
125-220 |
|
1.000 |
125-208 |
|
1.618 |
125-187 |
|
2.618 |
125-155 |
|
4.250 |
125-102 |
|
|
| Fisher Pivots for day following 28-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-256 |
125-239 |
| PP |
125-252 |
125-232 |
| S1 |
125-249 |
125-226 |
|