ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 15-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2020 |
15-May-2020 |
Change |
Change % |
Previous Week |
| Open |
125-175 |
125-188 |
0-012 |
0.0% |
125-140 |
| High |
125-218 |
125-232 |
0-015 |
0.0% |
125-232 |
| Low |
125-165 |
125-175 |
0-010 |
0.0% |
125-075 |
| Close |
125-200 |
125-188 |
-0-012 |
0.0% |
125-188 |
| Range |
0-052 |
0-058 |
0-005 |
9.5% |
0-158 |
| ATR |
0-080 |
0-079 |
-0-002 |
-2.0% |
0-000 |
| Volume |
73,532 |
108,614 |
35,082 |
47.7% |
425,795 |
|
| Daily Pivots for day following 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-051 |
126-017 |
125-219 |
|
| R3 |
125-313 |
125-279 |
125-203 |
|
| R2 |
125-256 |
125-256 |
125-198 |
|
| R1 |
125-222 |
125-222 |
125-193 |
125-216 |
| PP |
125-198 |
125-198 |
125-198 |
125-196 |
| S1 |
125-164 |
125-164 |
125-182 |
125-159 |
| S2 |
125-141 |
125-141 |
125-177 |
|
| S3 |
125-083 |
125-107 |
125-172 |
|
| S4 |
125-026 |
125-049 |
125-156 |
|
|
| Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-318 |
126-250 |
125-274 |
|
| R3 |
126-160 |
126-092 |
125-231 |
|
| R2 |
126-002 |
126-002 |
125-216 |
|
| R1 |
125-255 |
125-255 |
125-202 |
125-289 |
| PP |
125-165 |
125-165 |
125-165 |
125-182 |
| S1 |
125-098 |
125-098 |
125-173 |
125-131 |
| S2 |
125-008 |
125-008 |
125-159 |
|
| S3 |
124-170 |
124-260 |
125-144 |
|
| S4 |
124-012 |
124-102 |
125-101 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-157 |
|
2.618 |
126-063 |
|
1.618 |
126-006 |
|
1.000 |
125-290 |
|
0.618 |
125-268 |
|
HIGH |
125-232 |
|
0.618 |
125-211 |
|
0.500 |
125-204 |
|
0.382 |
125-197 |
|
LOW |
125-175 |
|
0.618 |
125-139 |
|
1.000 |
125-118 |
|
1.618 |
125-082 |
|
2.618 |
125-024 |
|
4.250 |
124-251 |
|
|
| Fisher Pivots for day following 15-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-204 |
125-190 |
| PP |
125-198 |
125-189 |
| S1 |
125-193 |
125-188 |
|