ECBOT 5 Year T-Note Future September 2020
Trading Metrics calculated at close of trading on 13-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2020 |
13-May-2020 |
Change |
Change % |
Previous Week |
Open |
125-105 |
125-160 |
0-055 |
0.1% |
125-112 |
High |
125-162 |
125-195 |
0-032 |
0.1% |
125-250 |
Low |
125-075 |
125-148 |
0-072 |
0.2% |
125-015 |
Close |
125-138 |
125-175 |
0-038 |
0.1% |
125-155 |
Range |
0-088 |
0-048 |
-0-040 |
-45.7% |
0-235 |
ATR |
0-085 |
0-083 |
-0-002 |
-2.3% |
0-000 |
Volume |
81,716 |
93,943 |
12,227 |
15.0% |
123,260 |
|
Daily Pivots for day following 13-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-315 |
125-292 |
125-201 |
|
R3 |
125-268 |
125-245 |
125-188 |
|
R2 |
125-220 |
125-220 |
125-184 |
|
R1 |
125-198 |
125-198 |
125-179 |
125-209 |
PP |
125-172 |
125-172 |
125-172 |
125-178 |
S1 |
125-150 |
125-150 |
125-171 |
125-161 |
S2 |
125-125 |
125-125 |
125-166 |
|
S3 |
125-078 |
125-102 |
125-162 |
|
S4 |
125-030 |
125-055 |
125-149 |
|
|
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 |
126-077 |
2.618 |
125-319 |
1.618 |
125-272 |
1.000 |
125-242 |
0.618 |
125-224 |
HIGH |
125-195 |
0.618 |
125-177 |
0.500 |
125-171 |
0.382 |
125-166 |
LOW |
125-148 |
0.618 |
125-118 |
1.000 |
125-100 |
1.618 |
125-071 |
2.618 |
125-023 |
4.250 |
124-266 |
|
|
Fisher Pivots for day following 13-May-2020 |
Pivot |
1 day |
3 day |
R1 |
125-174 |
125-162 |
PP |
125-172 |
125-148 |
S1 |
125-171 |
125-135 |
|