ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 15-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
125-278 |
125-280 |
0-002 |
0.0% |
125-300 |
| High |
125-298 |
125-310 |
0-012 |
0.0% |
125-318 |
| Low |
125-270 |
125-262 |
-0-008 |
0.0% |
125-202 |
| Close |
125-285 |
125-270 |
-0-015 |
0.0% |
125-228 |
| Range |
0-028 |
0-048 |
0-020 |
72.7% |
0-115 |
| ATR |
0-046 |
0-046 |
0-000 |
0.3% |
0-000 |
| Volume |
464,940 |
489,277 |
24,337 |
5.2% |
3,184,175 |
|
| Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-103 |
126-074 |
125-296 |
|
| R3 |
126-056 |
126-027 |
125-283 |
|
| R2 |
126-008 |
126-008 |
125-279 |
|
| R1 |
125-299 |
125-299 |
125-274 |
125-290 |
| PP |
125-281 |
125-281 |
125-281 |
125-276 |
| S1 |
125-252 |
125-252 |
125-266 |
125-242 |
| S2 |
125-233 |
125-233 |
125-261 |
|
| S3 |
125-186 |
125-204 |
125-257 |
|
| S4 |
125-138 |
125-157 |
125-244 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-274 |
126-206 |
125-291 |
|
| R3 |
126-159 |
126-091 |
125-259 |
|
| R2 |
126-044 |
126-044 |
125-249 |
|
| R1 |
125-296 |
125-296 |
125-238 |
125-272 |
| PP |
125-249 |
125-249 |
125-249 |
125-238 |
| S1 |
125-181 |
125-181 |
125-217 |
125-158 |
| S2 |
125-134 |
125-134 |
125-206 |
|
| S3 |
125-019 |
125-066 |
125-196 |
|
| S4 |
124-224 |
124-271 |
125-164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-310 |
125-210 |
0-100 |
0.2% |
0-037 |
0.1% |
60% |
True |
False |
430,719 |
| 10 |
126-035 |
125-202 |
0-152 |
0.4% |
0-049 |
0.1% |
44% |
False |
False |
541,758 |
| 20 |
126-048 |
125-202 |
0-165 |
0.4% |
0-043 |
0.1% |
41% |
False |
False |
534,449 |
| 40 |
126-065 |
125-202 |
0-182 |
0.5% |
0-048 |
0.1% |
37% |
False |
False |
644,132 |
| 60 |
126-125 |
125-202 |
0-242 |
0.6% |
0-048 |
0.1% |
28% |
False |
False |
433,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-192 |
|
2.618 |
126-114 |
|
1.618 |
126-067 |
|
1.000 |
126-038 |
|
0.618 |
126-019 |
|
HIGH |
125-310 |
|
0.618 |
125-292 |
|
0.500 |
125-286 |
|
0.382 |
125-281 |
|
LOW |
125-262 |
|
0.618 |
125-233 |
|
1.000 |
125-215 |
|
1.618 |
125-186 |
|
2.618 |
125-138 |
|
4.250 |
125-061 |
|
|
| Fisher Pivots for day following 15-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-286 |
125-272 |
| PP |
125-281 |
125-272 |
| S1 |
125-275 |
125-271 |
|