ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 07-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2020 |
07-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
125-225 |
125-262 |
0-038 |
0.1% |
126-022 |
| High |
125-272 |
125-265 |
-0-008 |
0.0% |
126-048 |
| Low |
125-222 |
125-202 |
-0-020 |
0.0% |
125-280 |
| Close |
125-252 |
125-212 |
-0-040 |
-0.1% |
125-305 |
| Range |
0-050 |
0-062 |
0-012 |
25.0% |
0-088 |
| ATR |
0-049 |
0-050 |
0-001 |
1.9% |
0-000 |
| Volume |
825,118 |
631,259 |
-193,859 |
-23.5% |
3,097,433 |
|
| Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-094 |
126-056 |
125-247 |
|
| R3 |
126-032 |
125-313 |
125-230 |
|
| R2 |
125-289 |
125-289 |
125-224 |
|
| R1 |
125-251 |
125-251 |
125-218 |
125-239 |
| PP |
125-227 |
125-227 |
125-227 |
125-221 |
| S1 |
125-188 |
125-188 |
125-207 |
125-176 |
| S2 |
125-164 |
125-164 |
125-201 |
|
| S3 |
125-102 |
125-126 |
125-195 |
|
| S4 |
125-039 |
125-063 |
125-178 |
|
|
| 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 |
126-035 |
125-202 |
0-152 |
0.4% |
0-066 |
0.2% |
7% |
False |
True |
684,263 |
| 10 |
126-048 |
125-202 |
0-165 |
0.4% |
0-049 |
0.1% |
6% |
False |
True |
615,518 |
| 20 |
126-048 |
125-202 |
0-165 |
0.4% |
0-044 |
0.1% |
6% |
False |
True |
547,324 |
| 40 |
126-065 |
125-202 |
0-182 |
0.5% |
0-050 |
0.1% |
5% |
False |
True |
582,231 |
| 60 |
126-125 |
125-202 |
0-242 |
0.6% |
0-048 |
0.1% |
4% |
False |
True |
389,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-211 |
|
2.618 |
126-109 |
|
1.618 |
126-046 |
|
1.000 |
126-008 |
|
0.618 |
125-304 |
|
HIGH |
125-265 |
|
0.618 |
125-241 |
|
0.500 |
125-234 |
|
0.382 |
125-226 |
|
LOW |
125-202 |
|
0.618 |
125-164 |
|
1.000 |
125-140 |
|
1.618 |
125-101 |
|
2.618 |
125-039 |
|
4.250 |
124-257 |
|
|
| Fisher Pivots for day following 07-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-234 |
125-260 |
| PP |
125-227 |
125-244 |
| S1 |
125-220 |
125-228 |
|