ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 21-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
125-235 |
125-232 |
-0-002 |
0.0% |
125-225 |
| High |
125-248 |
125-238 |
-0-010 |
0.0% |
125-310 |
| Low |
125-218 |
125-190 |
-0-028 |
-0.1% |
125-222 |
| Close |
125-230 |
125-215 |
-0-015 |
0.0% |
125-262 |
| Range |
0-030 |
0-048 |
0-018 |
58.3% |
0-088 |
| ATR |
0-044 |
0-044 |
0-000 |
0.6% |
0-000 |
| Volume |
553,288 |
680,155 |
126,867 |
22.9% |
2,066,378 |
|
| Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-037 |
126-013 |
125-241 |
|
| R3 |
125-309 |
125-286 |
125-228 |
|
| R2 |
125-262 |
125-262 |
125-224 |
|
| R1 |
125-238 |
125-238 |
125-219 |
125-226 |
| PP |
125-214 |
125-214 |
125-214 |
125-208 |
| S1 |
125-191 |
125-191 |
125-211 |
125-179 |
| S2 |
125-167 |
125-167 |
125-206 |
|
| S3 |
125-119 |
125-143 |
125-202 |
|
| S4 |
125-072 |
125-096 |
125-189 |
|
|
| 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 |
125-190 |
0-120 |
0.3% |
0-040 |
0.1% |
21% |
False |
True |
555,104 |
| 10 |
125-310 |
125-190 |
0-120 |
0.3% |
0-037 |
0.1% |
21% |
False |
True |
496,095 |
| 20 |
126-048 |
125-190 |
0-178 |
0.4% |
0-043 |
0.1% |
14% |
False |
True |
555,807 |
| 40 |
126-065 |
125-190 |
0-195 |
0.5% |
0-047 |
0.1% |
13% |
False |
True |
627,687 |
| 60 |
126-125 |
125-190 |
0-255 |
0.6% |
0-049 |
0.1% |
10% |
False |
True |
471,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-119 |
|
2.618 |
126-042 |
|
1.618 |
125-314 |
|
1.000 |
125-285 |
|
0.618 |
125-267 |
|
HIGH |
125-238 |
|
0.618 |
125-219 |
|
0.500 |
125-214 |
|
0.382 |
125-208 |
|
LOW |
125-190 |
|
0.618 |
125-161 |
|
1.000 |
125-142 |
|
1.618 |
125-113 |
|
2.618 |
125-066 |
|
4.250 |
124-308 |
|
|
| Fisher Pivots for day following 21-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-215 |
125-225 |
| PP |
125-214 |
125-222 |
| S1 |
125-214 |
125-218 |
|