ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 06-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2020 |
06-May-2020 |
Change |
Change % |
Previous Week |
| Open |
125-078 |
125-065 |
-0-012 |
0.0% |
125-068 |
| High |
125-092 |
125-078 |
-0-015 |
0.0% |
125-145 |
| Low |
125-035 |
125-015 |
-0-020 |
0.0% |
125-012 |
| Close |
125-075 |
125-062 |
-0-012 |
0.0% |
125-068 |
| Range |
0-058 |
0-062 |
0-005 |
8.7% |
0-132 |
| ATR |
0-078 |
0-077 |
-0-001 |
-1.5% |
0-000 |
| Volume |
34,665 |
23,947 |
-10,718 |
-30.9% |
25,679 |
|
| Daily Pivots for day following 06-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-239 |
125-213 |
125-097 |
|
| R3 |
125-177 |
125-151 |
125-080 |
|
| R2 |
125-114 |
125-114 |
125-074 |
|
| R1 |
125-088 |
125-088 |
125-068 |
125-070 |
| PP |
125-052 |
125-052 |
125-052 |
125-042 |
| S1 |
125-026 |
125-026 |
125-057 |
125-008 |
| S2 |
124-309 |
124-309 |
125-051 |
|
| S3 |
124-247 |
124-283 |
125-045 |
|
| S4 |
124-184 |
124-221 |
125-028 |
|
|
| 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 |
126-023 |
|
2.618 |
125-241 |
|
1.618 |
125-179 |
|
1.000 |
125-140 |
|
0.618 |
125-116 |
|
HIGH |
125-078 |
|
0.618 |
125-054 |
|
0.500 |
125-046 |
|
0.382 |
125-039 |
|
LOW |
125-015 |
|
0.618 |
124-296 |
|
1.000 |
124-272 |
|
1.618 |
124-234 |
|
2.618 |
124-171 |
|
4.250 |
124-069 |
|
|
| Fisher Pivots for day following 06-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-057 |
125-069 |
| PP |
125-052 |
125-067 |
| S1 |
125-046 |
125-065 |
|