ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 30-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2020 |
30-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
125-245 |
125-210 |
-0-035 |
-0.1% |
125-180 |
| High |
125-260 |
125-230 |
-0-030 |
-0.1% |
125-272 |
| Low |
125-198 |
125-182 |
-0-015 |
0.0% |
125-180 |
| Close |
125-208 |
125-192 |
-0-015 |
0.0% |
125-192 |
| Range |
0-062 |
0-048 |
-0-015 |
-24.0% |
0-092 |
| ATR |
0-045 |
0-045 |
0-000 |
0.4% |
0-000 |
| Volume |
935,372 |
1,062,337 |
126,965 |
13.6% |
3,815,912 |
|
| Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-024 |
125-316 |
125-219 |
|
| R3 |
125-297 |
125-268 |
125-206 |
|
| R2 |
125-249 |
125-249 |
125-201 |
|
| R1 |
125-221 |
125-221 |
125-197 |
125-211 |
| PP |
125-202 |
125-202 |
125-202 |
125-197 |
| S1 |
125-173 |
125-173 |
125-188 |
125-164 |
| S2 |
125-154 |
125-154 |
125-184 |
|
| S3 |
125-107 |
125-126 |
125-179 |
|
| S4 |
125-059 |
125-078 |
125-166 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-172 |
126-115 |
125-243 |
|
| R3 |
126-080 |
126-022 |
125-218 |
|
| R2 |
125-308 |
125-308 |
125-209 |
|
| R1 |
125-250 |
125-250 |
125-201 |
125-279 |
| PP |
125-215 |
125-215 |
125-215 |
125-229 |
| S1 |
125-158 |
125-158 |
125-184 |
125-186 |
| S2 |
125-122 |
125-122 |
125-176 |
|
| S3 |
125-030 |
125-065 |
125-167 |
|
| S4 |
124-258 |
124-292 |
125-142 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-272 |
125-180 |
0-092 |
0.2% |
0-046 |
0.1% |
14% |
False |
False |
763,182 |
| 10 |
125-272 |
125-165 |
0-108 |
0.3% |
0-045 |
0.1% |
26% |
False |
False |
691,678 |
| 20 |
125-318 |
125-165 |
0-152 |
0.4% |
0-046 |
0.1% |
18% |
False |
False |
608,367 |
| 40 |
126-048 |
125-165 |
0-202 |
0.5% |
0-045 |
0.1% |
14% |
False |
False |
577,622 |
| 60 |
126-100 |
125-165 |
0-255 |
0.6% |
0-048 |
0.1% |
11% |
False |
False |
556,656 |
| 80 |
126-125 |
125-165 |
0-280 |
0.7% |
0-046 |
0.1% |
10% |
False |
False |
417,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-112 |
|
2.618 |
126-034 |
|
1.618 |
125-307 |
|
1.000 |
125-278 |
|
0.618 |
125-259 |
|
HIGH |
125-230 |
|
0.618 |
125-212 |
|
0.500 |
125-206 |
|
0.382 |
125-201 |
|
LOW |
125-182 |
|
0.618 |
125-153 |
|
1.000 |
125-135 |
|
1.618 |
125-106 |
|
2.618 |
125-058 |
|
4.250 |
124-301 |
|
|
| Fisher Pivots for day following 30-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-206 |
125-228 |
| PP |
125-202 |
125-216 |
| S1 |
125-197 |
125-204 |
|