ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 08-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2020 |
08-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
125-262 |
125-215 |
-0-048 |
-0.1% |
126-022 |
| High |
125-265 |
125-248 |
-0-018 |
0.0% |
126-048 |
| Low |
125-202 |
125-212 |
0-010 |
0.0% |
125-280 |
| Close |
125-212 |
125-245 |
0-032 |
0.1% |
125-305 |
| Range |
0-062 |
0-035 |
-0-028 |
-44.0% |
0-088 |
| ATR |
0-050 |
0-049 |
-0-001 |
-2.2% |
0-000 |
| Volume |
631,259 |
521,110 |
-110,149 |
-17.4% |
3,097,433 |
|
| Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-020 |
126-008 |
125-264 |
|
| R3 |
125-305 |
125-292 |
125-255 |
|
| R2 |
125-270 |
125-270 |
125-251 |
|
| R1 |
125-258 |
125-258 |
125-248 |
125-264 |
| PP |
125-235 |
125-235 |
125-235 |
125-238 |
| S1 |
125-222 |
125-222 |
125-242 |
125-229 |
| S2 |
125-200 |
125-200 |
125-239 |
|
| S3 |
125-165 |
125-188 |
125-235 |
|
| S4 |
125-130 |
125-152 |
125-226 |
|
|
| 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% |
0-060 |
0.2% |
28% |
False |
False |
652,796 |
| 10 |
126-048 |
125-202 |
0-165 |
0.4% |
0-051 |
0.1% |
26% |
False |
False |
614,495 |
| 20 |
126-048 |
125-202 |
0-165 |
0.4% |
0-044 |
0.1% |
26% |
False |
False |
542,584 |
| 40 |
126-065 |
125-202 |
0-182 |
0.5% |
0-049 |
0.1% |
23% |
False |
False |
594,619 |
| 60 |
126-125 |
125-202 |
0-242 |
0.6% |
0-048 |
0.1% |
18% |
False |
False |
398,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-076 |
|
2.618 |
126-019 |
|
1.618 |
125-304 |
|
1.000 |
125-282 |
|
0.618 |
125-269 |
|
HIGH |
125-248 |
|
0.618 |
125-234 |
|
0.500 |
125-230 |
|
0.382 |
125-226 |
|
LOW |
125-212 |
|
0.618 |
125-191 |
|
1.000 |
125-178 |
|
1.618 |
125-156 |
|
2.618 |
125-121 |
|
4.250 |
125-064 |
|
|
| Fisher Pivots for day following 08-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-240 |
125-242 |
| PP |
125-235 |
125-240 |
| S1 |
125-230 |
125-238 |
|