ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 26-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
125-178 |
125-180 |
0-002 |
0.0% |
125-258 |
| High |
125-205 |
125-230 |
0-025 |
0.1% |
125-260 |
| Low |
125-165 |
125-180 |
0-015 |
0.0% |
125-165 |
| Close |
125-185 |
125-218 |
0-032 |
0.1% |
125-185 |
| Range |
0-040 |
0-050 |
0-010 |
25.0% |
0-095 |
| ATR |
0-045 |
0-045 |
0-000 |
0.8% |
0-000 |
| Volume |
589,575 |
474,298 |
-115,277 |
-19.6% |
3,100,877 |
|
| Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-039 |
126-018 |
125-245 |
|
| R3 |
125-309 |
125-288 |
125-231 |
|
| R2 |
125-259 |
125-259 |
125-227 |
|
| R1 |
125-238 |
125-238 |
125-222 |
125-249 |
| PP |
125-209 |
125-209 |
125-209 |
125-214 |
| S1 |
125-188 |
125-188 |
125-213 |
125-199 |
| S2 |
125-159 |
125-159 |
125-208 |
|
| S3 |
125-109 |
125-138 |
125-204 |
|
| S4 |
125-059 |
125-088 |
125-190 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-168 |
126-112 |
125-237 |
|
| R3 |
126-073 |
126-017 |
125-211 |
|
| R2 |
125-298 |
125-298 |
125-202 |
|
| R1 |
125-242 |
125-242 |
125-194 |
125-222 |
| PP |
125-203 |
125-203 |
125-203 |
125-194 |
| S1 |
125-147 |
125-147 |
125-176 |
125-128 |
| S2 |
125-108 |
125-108 |
125-168 |
|
| S3 |
125-013 |
125-052 |
125-159 |
|
| S4 |
124-238 |
124-277 |
125-133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-248 |
125-165 |
0-082 |
0.2% |
0-046 |
0.1% |
64% |
False |
False |
599,810 |
| 10 |
125-310 |
125-165 |
0-145 |
0.4% |
0-043 |
0.1% |
36% |
False |
False |
554,267 |
| 20 |
126-048 |
125-165 |
0-202 |
0.5% |
0-046 |
0.1% |
26% |
False |
False |
575,875 |
| 40 |
126-065 |
125-165 |
0-220 |
0.5% |
0-045 |
0.1% |
24% |
False |
False |
562,555 |
| 60 |
126-125 |
125-165 |
0-280 |
0.7% |
0-049 |
0.1% |
19% |
False |
False |
501,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-122 |
|
2.618 |
126-041 |
|
1.618 |
125-311 |
|
1.000 |
125-280 |
|
0.618 |
125-261 |
|
HIGH |
125-230 |
|
0.618 |
125-211 |
|
0.500 |
125-205 |
|
0.382 |
125-199 |
|
LOW |
125-180 |
|
0.618 |
125-149 |
|
1.000 |
125-130 |
|
1.618 |
125-099 |
|
2.618 |
125-049 |
|
4.250 |
124-288 |
|
|
| Fisher Pivots for day following 26-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-213 |
125-211 |
| PP |
125-209 |
125-204 |
| S1 |
125-205 |
125-198 |
|