ECBOT 5 Year T-Note Future September 2020
Trading Metrics calculated at close of trading on 18-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2020 |
18-May-2020 |
Change |
Change % |
Previous Week |
Open |
125-188 |
125-200 |
0-012 |
0.0% |
125-140 |
High |
125-232 |
125-208 |
-0-025 |
-0.1% |
125-232 |
Low |
125-175 |
125-062 |
-0-112 |
-0.3% |
125-075 |
Close |
125-188 |
125-068 |
-0-120 |
-0.3% |
125-188 |
Range |
0-058 |
0-145 |
0-088 |
152.2% |
0-158 |
ATR |
0-079 |
0-084 |
0-005 |
6.0% |
0-000 |
Volume |
108,614 |
150,437 |
41,823 |
38.5% |
425,795 |
|
Daily Pivots for day following 18-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-228 |
126-132 |
125-147 |
|
R3 |
126-082 |
125-308 |
125-107 |
|
R2 |
125-258 |
125-258 |
125-094 |
|
R1 |
125-162 |
125-162 |
125-081 |
125-138 |
PP |
125-112 |
125-112 |
125-112 |
125-100 |
S1 |
125-018 |
125-018 |
125-054 |
124-312 |
S2 |
124-288 |
124-288 |
125-041 |
|
S3 |
124-142 |
124-192 |
125-028 |
|
S4 |
123-318 |
124-048 |
124-308 |
|
|
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 |
127-184 |
2.618 |
126-267 |
1.618 |
126-122 |
1.000 |
126-032 |
0.618 |
125-297 |
HIGH |
125-208 |
0.618 |
125-152 |
0.500 |
125-135 |
0.382 |
125-118 |
LOW |
125-062 |
0.618 |
124-293 |
1.000 |
124-238 |
1.618 |
124-148 |
2.618 |
124-003 |
4.250 |
123-086 |
|
|
Fisher Pivots for day following 18-May-2020 |
Pivot |
1 day |
3 day |
R1 |
125-135 |
125-148 |
PP |
125-112 |
125-121 |
S1 |
125-090 |
125-094 |
|