ECBOT 5 Year T-Note Future September 2020
Trading Metrics calculated at close of trading on 18-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2020 |
18-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
125-132 |
125-125 |
-0-008 |
0.0% |
124-235 |
High |
125-158 |
125-168 |
0-010 |
0.0% |
125-205 |
Low |
125-115 |
125-125 |
0-010 |
0.0% |
124-228 |
Close |
125-138 |
125-152 |
0-015 |
0.0% |
125-160 |
Range |
0-042 |
0-042 |
0-000 |
0.0% |
0-298 |
ATR |
0-082 |
0-079 |
-0-003 |
-3.4% |
0-000 |
Volume |
570,407 |
482,992 |
-87,415 |
-15.3% |
3,648,359 |
|
Daily Pivots for day following 18-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-276 |
125-257 |
125-176 |
|
R3 |
125-233 |
125-214 |
125-164 |
|
R2 |
125-191 |
125-191 |
125-160 |
|
R1 |
125-172 |
125-172 |
125-156 |
125-181 |
PP |
125-148 |
125-148 |
125-148 |
125-153 |
S1 |
125-129 |
125-129 |
125-149 |
125-139 |
S2 |
125-106 |
125-106 |
125-145 |
|
S3 |
125-063 |
125-087 |
125-141 |
|
S4 |
125-021 |
125-044 |
125-129 |
|
|
Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-023 |
127-229 |
126-004 |
|
R3 |
127-046 |
126-252 |
125-242 |
|
R2 |
126-068 |
126-068 |
125-215 |
|
R1 |
125-274 |
125-274 |
125-187 |
126-011 |
PP |
125-091 |
125-091 |
125-091 |
125-119 |
S1 |
124-297 |
124-297 |
125-133 |
125-034 |
S2 |
124-113 |
124-113 |
125-105 |
|
S3 |
123-136 |
123-319 |
125-078 |
|
S4 |
122-158 |
123-022 |
124-316 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-028 |
2.618 |
125-279 |
1.618 |
125-236 |
1.000 |
125-210 |
0.618 |
125-194 |
HIGH |
125-168 |
0.618 |
125-151 |
0.500 |
125-146 |
0.382 |
125-141 |
LOW |
125-125 |
0.618 |
125-099 |
1.000 |
125-082 |
1.618 |
125-056 |
2.618 |
125-014 |
4.250 |
124-264 |
|
|
Fisher Pivots for day following 18-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
125-150 |
125-146 |
PP |
125-148 |
125-139 |
S1 |
125-146 |
125-132 |
|