ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 16-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
125-280 |
125-270 |
-0-010 |
0.0% |
125-225 |
| High |
125-310 |
125-288 |
-0-022 |
-0.1% |
125-310 |
| Low |
125-262 |
125-250 |
-0-012 |
0.0% |
125-222 |
| Close |
125-270 |
125-262 |
-0-008 |
0.0% |
125-262 |
| Range |
0-048 |
0-038 |
-0-010 |
-21.1% |
0-088 |
| ATR |
0-046 |
0-045 |
-0-001 |
-1.3% |
0-000 |
| Volume |
489,277 |
476,681 |
-12,596 |
-2.6% |
2,066,378 |
|
| Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-059 |
126-038 |
125-283 |
|
| R3 |
126-022 |
126-001 |
125-273 |
|
| R2 |
125-304 |
125-304 |
125-269 |
|
| R1 |
125-283 |
125-283 |
125-266 |
125-275 |
| PP |
125-267 |
125-267 |
125-267 |
125-262 |
| S1 |
125-246 |
125-246 |
125-259 |
125-238 |
| S2 |
125-229 |
125-229 |
125-256 |
|
| S3 |
125-192 |
125-208 |
125-252 |
|
| S4 |
125-154 |
125-171 |
125-242 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-208 |
126-162 |
125-311 |
|
| R3 |
126-120 |
126-075 |
125-287 |
|
| R2 |
126-032 |
126-032 |
125-279 |
|
| R1 |
125-308 |
125-308 |
125-271 |
126-010 |
| PP |
125-265 |
125-265 |
125-265 |
125-276 |
| S1 |
125-220 |
125-220 |
125-254 |
125-242 |
| S2 |
125-178 |
125-178 |
125-246 |
|
| S3 |
125-090 |
125-132 |
125-238 |
|
| S4 |
125-002 |
125-045 |
125-214 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-310 |
125-222 |
0-088 |
0.2% |
0-036 |
0.1% |
46% |
False |
False |
413,275 |
| 10 |
125-318 |
125-202 |
0-115 |
0.3% |
0-046 |
0.1% |
52% |
False |
False |
525,055 |
| 20 |
126-048 |
125-202 |
0-165 |
0.4% |
0-043 |
0.1% |
36% |
False |
False |
538,101 |
| 40 |
126-065 |
125-202 |
0-182 |
0.5% |
0-048 |
0.1% |
33% |
False |
False |
653,931 |
| 60 |
126-125 |
125-202 |
0-242 |
0.6% |
0-049 |
0.1% |
25% |
False |
False |
441,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-127 |
|
2.618 |
126-066 |
|
1.618 |
126-028 |
|
1.000 |
126-005 |
|
0.618 |
125-311 |
|
HIGH |
125-288 |
|
0.618 |
125-273 |
|
0.500 |
125-269 |
|
0.382 |
125-264 |
|
LOW |
125-250 |
|
0.618 |
125-227 |
|
1.000 |
125-212 |
|
1.618 |
125-189 |
|
2.618 |
125-152 |
|
4.250 |
125-091 |
|
|
| Fisher Pivots for day following 16-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-269 |
125-280 |
| PP |
125-267 |
125-274 |
| S1 |
125-265 |
125-268 |
|