ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 06-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2020 |
06-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
125-300 |
125-225 |
-0-075 |
-0.2% |
126-022 |
| High |
125-318 |
125-272 |
-0-045 |
-0.1% |
126-048 |
| Low |
125-222 |
125-222 |
0-000 |
0.0% |
125-280 |
| Close |
125-242 |
125-252 |
0-010 |
0.0% |
125-305 |
| Range |
0-095 |
0-050 |
-0-045 |
-47.4% |
0-088 |
| ATR |
0-049 |
0-049 |
0-000 |
0.1% |
0-000 |
| Volume |
642,787 |
825,118 |
182,331 |
28.4% |
3,097,433 |
|
| Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-079 |
126-056 |
125-280 |
|
| R3 |
126-029 |
126-006 |
125-266 |
|
| R2 |
125-299 |
125-299 |
125-262 |
|
| R1 |
125-276 |
125-276 |
125-257 |
125-288 |
| PP |
125-249 |
125-249 |
125-249 |
125-255 |
| S1 |
125-226 |
125-226 |
125-248 |
125-238 |
| S2 |
125-199 |
125-199 |
125-243 |
|
| S3 |
125-149 |
125-176 |
125-239 |
|
| S4 |
125-099 |
125-126 |
125-225 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-260 |
126-210 |
126-033 |
|
| R3 |
126-172 |
126-122 |
126-009 |
|
| R2 |
126-085 |
126-085 |
126-001 |
|
| R1 |
126-035 |
126-035 |
125-313 |
126-016 |
| PP |
125-318 |
125-318 |
125-318 |
125-308 |
| S1 |
125-268 |
125-268 |
125-297 |
125-249 |
| S2 |
125-230 |
125-230 |
125-289 |
|
| S3 |
125-142 |
125-180 |
125-281 |
|
| S4 |
125-055 |
125-092 |
125-257 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-048 |
125-222 |
0-145 |
0.4% |
0-064 |
0.2% |
21% |
False |
True |
735,642 |
| 10 |
126-048 |
125-222 |
0-145 |
0.4% |
0-047 |
0.1% |
21% |
False |
True |
605,971 |
| 20 |
126-048 |
125-222 |
0-145 |
0.4% |
0-044 |
0.1% |
21% |
False |
True |
548,939 |
| 40 |
126-065 |
125-218 |
0-168 |
0.4% |
0-051 |
0.1% |
21% |
False |
False |
567,030 |
| 60 |
126-125 |
125-218 |
0-228 |
0.6% |
0-047 |
0.1% |
15% |
False |
False |
378,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-165 |
|
2.618 |
126-083 |
|
1.618 |
126-033 |
|
1.000 |
126-002 |
|
0.618 |
125-303 |
|
HIGH |
125-272 |
|
0.618 |
125-253 |
|
0.500 |
125-248 |
|
0.382 |
125-242 |
|
LOW |
125-222 |
|
0.618 |
125-192 |
|
1.000 |
125-172 |
|
1.618 |
125-142 |
|
2.618 |
125-092 |
|
4.250 |
125-010 |
|
|
| Fisher Pivots for day following 06-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-251 |
125-289 |
| PP |
125-249 |
125-277 |
| S1 |
125-248 |
125-265 |
|