ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 05-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2020 |
05-May-2020 |
Change |
Change % |
Previous Week |
| Open |
125-112 |
125-078 |
-0-035 |
-0.1% |
125-068 |
| High |
125-122 |
125-092 |
-0-030 |
-0.1% |
125-145 |
| Low |
125-070 |
125-035 |
-0-035 |
-0.1% |
125-012 |
| Close |
125-092 |
125-075 |
-0-018 |
0.0% |
125-068 |
| Range |
0-052 |
0-058 |
0-005 |
9.5% |
0-132 |
| ATR |
0-080 |
0-078 |
-0-002 |
-2.0% |
0-000 |
| Volume |
7,656 |
34,665 |
27,009 |
352.8% |
25,679 |
|
| Daily Pivots for day following 05-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-240 |
125-215 |
125-107 |
|
| R3 |
125-182 |
125-158 |
125-091 |
|
| R2 |
125-125 |
125-125 |
125-086 |
|
| R1 |
125-100 |
125-100 |
125-080 |
125-084 |
| PP |
125-068 |
125-068 |
125-068 |
125-059 |
| S1 |
125-042 |
125-042 |
125-070 |
125-026 |
| S2 |
125-010 |
125-010 |
125-064 |
|
| S3 |
124-272 |
124-305 |
125-059 |
|
| S4 |
124-215 |
124-248 |
125-043 |
|
|
| Weekly Pivots for week ending 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-152 |
126-082 |
125-140 |
|
| R3 |
126-020 |
125-270 |
125-104 |
|
| R2 |
125-208 |
125-208 |
125-092 |
|
| R1 |
125-138 |
125-138 |
125-080 |
125-134 |
| PP |
125-075 |
125-075 |
125-075 |
125-073 |
| S1 |
125-005 |
125-005 |
125-055 |
125-001 |
| S2 |
124-262 |
124-262 |
125-043 |
|
| S3 |
124-130 |
124-192 |
125-031 |
|
| S4 |
123-318 |
124-060 |
124-315 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-017 |
|
2.618 |
125-243 |
|
1.618 |
125-186 |
|
1.000 |
125-150 |
|
0.618 |
125-128 |
|
HIGH |
125-092 |
|
0.618 |
125-071 |
|
0.500 |
125-064 |
|
0.382 |
125-057 |
|
LOW |
125-035 |
|
0.618 |
124-319 |
|
1.000 |
124-298 |
|
1.618 |
124-262 |
|
2.618 |
124-204 |
|
4.250 |
124-111 |
|
|
| Fisher Pivots for day following 05-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-071 |
125-086 |
| PP |
125-068 |
125-082 |
| S1 |
125-064 |
125-079 |
|