ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 27-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2020 |
27-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
125-070 |
125-068 |
-0-002 |
0.0% |
125-122 |
| High |
125-098 |
125-070 |
-0-028 |
-0.1% |
125-195 |
| Low |
125-058 |
125-015 |
-0-042 |
-0.1% |
125-048 |
| Close |
125-090 |
125-022 |
-0-068 |
-0.2% |
125-090 |
| Range |
0-040 |
0-055 |
0-015 |
37.5% |
0-148 |
| ATR |
|
|
|
|
|
| Volume |
3,585 |
7,835 |
4,250 |
118.5% |
13,999 |
|
| Daily Pivots for day following 27-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-201 |
125-167 |
125-053 |
|
| R3 |
125-146 |
125-112 |
125-038 |
|
| R2 |
125-091 |
125-091 |
125-033 |
|
| R1 |
125-057 |
125-057 |
125-028 |
125-046 |
| PP |
125-036 |
125-036 |
125-036 |
125-031 |
| S1 |
125-002 |
125-002 |
125-017 |
124-311 |
| S2 |
124-301 |
124-301 |
125-012 |
|
| S3 |
124-246 |
124-267 |
125-007 |
|
| S4 |
124-191 |
124-212 |
124-312 |
|
|
| Weekly Pivots for week ending 24-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-233 |
126-149 |
125-171 |
|
| R3 |
126-086 |
126-002 |
125-131 |
|
| R2 |
125-258 |
125-258 |
125-117 |
|
| R1 |
125-174 |
125-174 |
125-104 |
125-142 |
| PP |
125-111 |
125-111 |
125-111 |
125-095 |
| S1 |
125-027 |
125-027 |
125-076 |
124-315 |
| S2 |
124-283 |
124-283 |
125-063 |
|
| S3 |
124-136 |
124-199 |
125-049 |
|
| S4 |
123-308 |
124-052 |
125-009 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-304 |
|
2.618 |
125-214 |
|
1.618 |
125-159 |
|
1.000 |
125-125 |
|
0.618 |
125-104 |
|
HIGH |
125-070 |
|
0.618 |
125-049 |
|
0.500 |
125-042 |
|
0.382 |
125-036 |
|
LOW |
125-015 |
|
0.618 |
124-301 |
|
1.000 |
124-280 |
|
1.618 |
124-246 |
|
2.618 |
124-191 |
|
4.250 |
124-101 |
|
|
| Fisher Pivots for day following 27-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-042 |
125-056 |
| PP |
125-036 |
125-045 |
| S1 |
125-029 |
125-034 |
|