ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 14-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2020 |
14-May-2020 |
Change |
Change % |
Previous Week |
| Open |
125-160 |
125-175 |
0-015 |
0.0% |
125-112 |
| High |
125-195 |
125-218 |
0-022 |
0.1% |
125-250 |
| Low |
125-148 |
125-165 |
0-018 |
0.0% |
125-015 |
| Close |
125-175 |
125-200 |
0-025 |
0.1% |
125-155 |
| Range |
0-048 |
0-052 |
0-005 |
10.5% |
0-235 |
| ATR |
0-083 |
0-080 |
-0-002 |
-2.6% |
0-000 |
| Volume |
93,943 |
73,532 |
-20,411 |
-21.7% |
123,260 |
|
| Daily Pivots for day following 14-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-032 |
126-008 |
125-229 |
|
| R3 |
125-299 |
125-276 |
125-214 |
|
| R2 |
125-247 |
125-247 |
125-210 |
|
| R1 |
125-223 |
125-223 |
125-205 |
125-235 |
| PP |
125-194 |
125-194 |
125-194 |
125-200 |
| S1 |
125-171 |
125-171 |
125-195 |
125-182 |
| S2 |
125-142 |
125-142 |
125-190 |
|
| S3 |
125-089 |
125-118 |
125-186 |
|
| S4 |
125-037 |
125-066 |
125-171 |
|
|
| 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 |
126-121 |
|
2.618 |
126-035 |
|
1.618 |
125-302 |
|
1.000 |
125-270 |
|
0.618 |
125-250 |
|
HIGH |
125-218 |
|
0.618 |
125-197 |
|
0.500 |
125-191 |
|
0.382 |
125-185 |
|
LOW |
125-165 |
|
0.618 |
125-133 |
|
1.000 |
125-112 |
|
1.618 |
125-080 |
|
2.618 |
125-028 |
|
4.250 |
124-262 |
|
|
| Fisher Pivots for day following 14-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-197 |
125-182 |
| PP |
125-194 |
125-164 |
| S1 |
125-191 |
125-146 |
|