ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 22-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2020 |
22-May-2020 |
Change |
Change % |
Previous Week |
| Open |
125-132 |
125-142 |
0-010 |
0.0% |
125-200 |
| High |
125-162 |
125-190 |
0-028 |
0.1% |
125-208 |
| Low |
125-125 |
125-138 |
0-012 |
0.0% |
125-062 |
| Close |
125-140 |
125-152 |
0-012 |
0.0% |
125-152 |
| Range |
0-038 |
0-052 |
0-015 |
40.0% |
0-145 |
| ATR |
0-078 |
0-076 |
-0-002 |
-2.4% |
0-000 |
| Volume |
734,249 |
766,324 |
32,075 |
4.4% |
2,226,782 |
|
| Daily Pivots for day following 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-318 |
125-288 |
125-181 |
|
| R3 |
125-265 |
125-235 |
125-167 |
|
| R2 |
125-212 |
125-212 |
125-162 |
|
| R1 |
125-182 |
125-182 |
125-157 |
125-198 |
| PP |
125-160 |
125-160 |
125-160 |
125-168 |
| S1 |
125-130 |
125-130 |
125-148 |
125-145 |
| S2 |
125-108 |
125-108 |
125-143 |
|
| S3 |
125-055 |
125-078 |
125-138 |
|
| S4 |
125-002 |
125-025 |
125-124 |
|
|
| Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-256 |
126-189 |
125-232 |
|
| R3 |
126-111 |
126-044 |
125-192 |
|
| R2 |
125-286 |
125-286 |
125-179 |
|
| R1 |
125-219 |
125-219 |
125-166 |
125-180 |
| PP |
125-141 |
125-141 |
125-141 |
125-121 |
| S1 |
125-074 |
125-074 |
125-139 |
125-035 |
| S2 |
124-316 |
124-316 |
125-126 |
|
| S3 |
124-171 |
124-249 |
125-113 |
|
| S4 |
124-026 |
124-104 |
125-073 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-093 |
|
2.618 |
126-007 |
|
1.618 |
125-275 |
|
1.000 |
125-242 |
|
0.618 |
125-222 |
|
HIGH |
125-190 |
|
0.618 |
125-170 |
|
0.500 |
125-164 |
|
0.382 |
125-158 |
|
LOW |
125-138 |
|
0.618 |
125-105 |
|
1.000 |
125-085 |
|
1.618 |
125-053 |
|
2.618 |
125-000 |
|
4.250 |
124-234 |
|
|
| Fisher Pivots for day following 22-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-164 |
125-150 |
| PP |
125-160 |
125-148 |
| S1 |
125-156 |
125-146 |
|