ECBOT 5 Year T-Note Future September 2020
Trading Metrics calculated at close of trading on 09-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2020 |
09-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
124-235 |
124-278 |
0-042 |
0.1% |
125-212 |
High |
124-315 |
125-055 |
0-060 |
0.2% |
125-228 |
Low |
124-228 |
124-278 |
0-050 |
0.1% |
124-180 |
Close |
124-278 |
125-032 |
0-075 |
0.2% |
124-238 |
Range |
0-088 |
0-098 |
0-010 |
11.4% |
1-048 |
ATR |
0-086 |
0-087 |
0-001 |
0.9% |
0-000 |
Volume |
653,105 |
673,601 |
20,496 |
3.1% |
3,906,065 |
|
Daily Pivots for day following 09-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-308 |
125-268 |
125-086 |
|
R3 |
125-210 |
125-170 |
125-059 |
|
R2 |
125-112 |
125-112 |
125-050 |
|
R1 |
125-072 |
125-072 |
125-041 |
125-092 |
PP |
125-015 |
125-015 |
125-015 |
125-025 |
S1 |
124-295 |
124-295 |
125-024 |
124-315 |
S2 |
124-238 |
124-238 |
125-015 |
|
S3 |
124-140 |
124-198 |
125-006 |
|
S4 |
124-042 |
124-100 |
124-299 |
|
|
Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-144 |
127-238 |
125-120 |
|
R3 |
127-097 |
126-191 |
125-019 |
|
R2 |
126-049 |
126-049 |
124-305 |
|
R1 |
125-143 |
125-143 |
124-271 |
125-072 |
PP |
125-002 |
125-002 |
125-002 |
124-286 |
S1 |
124-096 |
124-096 |
124-204 |
124-025 |
S2 |
123-274 |
123-274 |
124-170 |
|
S3 |
122-227 |
123-048 |
124-136 |
|
S4 |
121-179 |
122-001 |
124-035 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-149 |
2.618 |
125-310 |
1.618 |
125-213 |
1.000 |
125-152 |
0.618 |
125-115 |
HIGH |
125-055 |
0.618 |
125-018 |
0.500 |
125-006 |
0.382 |
124-315 |
LOW |
124-278 |
0.618 |
124-217 |
1.000 |
124-180 |
1.618 |
124-120 |
2.618 |
124-022 |
4.250 |
123-183 |
|
|
Fisher Pivots for day following 09-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
125-024 |
125-008 |
PP |
125-015 |
124-302 |
S1 |
125-006 |
124-278 |
|