ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 12-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2020 |
12-May-2020 |
Change |
Change % |
Previous Week |
| Open |
125-140 |
125-105 |
-0-035 |
-0.1% |
125-112 |
| High |
125-178 |
125-162 |
-0-015 |
0.0% |
125-250 |
| Low |
125-095 |
125-075 |
-0-020 |
0.0% |
125-015 |
| Close |
125-098 |
125-138 |
0-040 |
0.1% |
125-155 |
| Range |
0-082 |
0-088 |
0-005 |
6.1% |
0-235 |
| ATR |
0-084 |
0-085 |
0-000 |
0.3% |
0-000 |
| Volume |
67,990 |
81,716 |
13,726 |
20.2% |
123,260 |
|
| Daily Pivots for day following 12-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-068 |
126-030 |
125-186 |
|
| R3 |
125-300 |
125-262 |
125-162 |
|
| R2 |
125-212 |
125-212 |
125-154 |
|
| R1 |
125-175 |
125-175 |
125-146 |
125-194 |
| PP |
125-125 |
125-125 |
125-125 |
125-134 |
| S1 |
125-088 |
125-088 |
125-129 |
125-106 |
| S2 |
125-038 |
125-038 |
125-121 |
|
| S3 |
124-270 |
125-000 |
125-113 |
|
| S4 |
124-182 |
124-232 |
125-089 |
|
|
| Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-205 |
127-095 |
125-284 |
|
| R3 |
126-290 |
126-180 |
125-220 |
|
| R2 |
126-055 |
126-055 |
125-198 |
|
| R1 |
125-265 |
125-265 |
125-177 |
126-000 |
| PP |
125-140 |
125-140 |
125-140 |
125-168 |
| S1 |
125-030 |
125-030 |
125-133 |
125-085 |
| S2 |
124-225 |
124-225 |
125-112 |
|
| S3 |
123-310 |
124-115 |
125-090 |
|
| S4 |
123-075 |
123-200 |
125-026 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-214 |
|
2.618 |
126-072 |
|
1.618 |
125-304 |
|
1.000 |
125-250 |
|
0.618 |
125-217 |
|
HIGH |
125-162 |
|
0.618 |
125-129 |
|
0.500 |
125-119 |
|
0.382 |
125-108 |
|
LOW |
125-075 |
|
0.618 |
125-021 |
|
1.000 |
124-308 |
|
1.618 |
124-253 |
|
2.618 |
124-166 |
|
4.250 |
124-023 |
|
|
| Fisher Pivots for day following 12-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-131 |
125-162 |
| PP |
125-125 |
125-154 |
| S1 |
125-119 |
125-146 |
|