ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 29-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2020 |
29-May-2020 |
Change |
Change % |
Previous Week |
| Open |
125-142 |
125-138 |
-0-005 |
0.0% |
125-155 |
| High |
125-158 |
125-210 |
0-052 |
0.1% |
125-210 |
| Low |
125-110 |
125-138 |
0-028 |
0.1% |
125-078 |
| Close |
125-128 |
125-200 |
0-072 |
0.2% |
125-200 |
| Range |
0-048 |
0-072 |
0-025 |
52.6% |
0-132 |
| ATR |
0-076 |
0-076 |
0-000 |
0.7% |
0-000 |
| Volume |
907,333 |
948,739 |
41,406 |
4.6% |
5,777,366 |
|
| Daily Pivots for day following 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-080 |
126-052 |
125-240 |
|
| R3 |
126-008 |
125-300 |
125-220 |
|
| R2 |
125-255 |
125-255 |
125-213 |
|
| R1 |
125-228 |
125-228 |
125-207 |
125-241 |
| PP |
125-182 |
125-182 |
125-182 |
125-189 |
| S1 |
125-155 |
125-155 |
125-193 |
125-169 |
| S2 |
125-110 |
125-110 |
125-187 |
|
| S3 |
125-038 |
125-082 |
125-180 |
|
| S4 |
124-285 |
125-010 |
125-160 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-240 |
126-192 |
125-273 |
|
| R3 |
126-108 |
126-060 |
125-236 |
|
| R2 |
125-295 |
125-295 |
125-224 |
|
| R1 |
125-248 |
125-248 |
125-212 |
125-271 |
| PP |
125-162 |
125-162 |
125-162 |
125-174 |
| S1 |
125-115 |
125-115 |
125-188 |
125-139 |
| S2 |
125-030 |
125-030 |
125-176 |
|
| S3 |
124-218 |
124-302 |
125-164 |
|
| S4 |
124-085 |
124-170 |
125-127 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-198 |
|
2.618 |
126-080 |
|
1.618 |
126-007 |
|
1.000 |
125-282 |
|
0.618 |
125-255 |
|
HIGH |
125-210 |
|
0.618 |
125-182 |
|
0.500 |
125-174 |
|
0.382 |
125-165 |
|
LOW |
125-138 |
|
0.618 |
125-093 |
|
1.000 |
125-065 |
|
1.618 |
125-020 |
|
2.618 |
124-268 |
|
4.250 |
124-149 |
|
|
| Fisher Pivots for day following 29-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-191 |
125-181 |
| PP |
125-182 |
125-162 |
| S1 |
125-174 |
125-144 |
|