ECBOT 5 Year T-Note Future September 2020
Trading Metrics calculated at close of trading on 19-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2020 |
19-May-2020 |
Change |
Change % |
Previous Week |
Open |
125-200 |
125-072 |
-0-128 |
-0.3% |
125-140 |
High |
125-208 |
125-145 |
-0-062 |
-0.2% |
125-232 |
Low |
125-062 |
125-070 |
0-008 |
0.0% |
125-075 |
Close |
125-068 |
125-120 |
0-052 |
0.1% |
125-188 |
Range |
0-145 |
0-075 |
-0-070 |
-48.3% |
0-158 |
ATR |
0-084 |
0-083 |
0-000 |
-0.5% |
0-000 |
Volume |
150,437 |
136,513 |
-13,924 |
-9.3% |
425,795 |
|
Daily Pivots for day following 19-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-017 |
125-303 |
125-161 |
|
R3 |
125-262 |
125-228 |
125-141 |
|
R2 |
125-187 |
125-187 |
125-134 |
|
R1 |
125-153 |
125-153 |
125-127 |
125-170 |
PP |
125-112 |
125-112 |
125-112 |
125-120 |
S1 |
125-078 |
125-078 |
125-113 |
125-095 |
S2 |
125-037 |
125-037 |
125-106 |
|
S3 |
124-282 |
125-003 |
125-099 |
|
S4 |
124-207 |
124-248 |
125-079 |
|
|
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 |
126-144 |
2.618 |
126-021 |
1.618 |
125-266 |
1.000 |
125-220 |
0.618 |
125-191 |
HIGH |
125-145 |
0.618 |
125-116 |
0.500 |
125-108 |
0.382 |
125-099 |
LOW |
125-070 |
0.618 |
125-024 |
1.000 |
124-315 |
1.618 |
124-269 |
2.618 |
124-194 |
4.250 |
124-071 |
|
|
Fisher Pivots for day following 19-May-2020 |
Pivot |
1 day |
3 day |
R1 |
125-116 |
125-148 |
PP |
125-112 |
125-138 |
S1 |
125-108 |
125-129 |
|