ECBOT 5 Year T-Note Future September 2020
Trading Metrics calculated at close of trading on 28-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2020 |
28-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
125-068 |
125-078 |
0-010 |
0.0% |
125-122 |
High |
125-070 |
125-092 |
0-022 |
0.1% |
125-195 |
Low |
125-015 |
125-012 |
-0-002 |
0.0% |
125-048 |
Close |
125-022 |
125-080 |
0-058 |
0.1% |
125-090 |
Range |
0-055 |
0-080 |
0-025 |
45.5% |
0-148 |
ATR |
|
|
|
|
|
Volume |
7,835 |
4,065 |
-3,770 |
-48.1% |
13,999 |
|
Daily Pivots for day following 28-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-302 |
125-271 |
125-124 |
|
R3 |
125-222 |
125-191 |
125-102 |
|
R2 |
125-142 |
125-142 |
125-095 |
|
R1 |
125-111 |
125-111 |
125-087 |
125-126 |
PP |
125-062 |
125-062 |
125-062 |
125-069 |
S1 |
125-031 |
125-031 |
125-073 |
125-046 |
S2 |
124-302 |
124-302 |
125-065 |
|
S3 |
124-222 |
124-271 |
125-058 |
|
S4 |
124-142 |
124-191 |
125-036 |
|
|
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 |
126-112 |
2.618 |
125-302 |
1.618 |
125-222 |
1.000 |
125-172 |
0.618 |
125-142 |
HIGH |
125-092 |
0.618 |
125-062 |
0.500 |
125-052 |
0.382 |
125-043 |
LOW |
125-012 |
0.618 |
124-283 |
1.000 |
124-252 |
1.618 |
124-203 |
2.618 |
124-123 |
4.250 |
123-312 |
|
|
Fisher Pivots for day following 28-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
125-071 |
125-072 |
PP |
125-062 |
125-063 |
S1 |
125-052 |
125-055 |
|