ECBOT 5 Year T-Note Future September 2020
Trading Metrics calculated at close of trading on 19-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2020 |
19-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
125-125 |
125-135 |
0-010 |
0.0% |
125-175 |
High |
125-168 |
125-175 |
0-008 |
0.0% |
125-210 |
Low |
125-125 |
125-108 |
-0-018 |
0.0% |
125-098 |
Close |
125-152 |
125-155 |
0-002 |
0.0% |
125-155 |
Range |
0-042 |
0-068 |
0-025 |
58.8% |
0-112 |
ATR |
0-079 |
0-078 |
-0-001 |
-1.0% |
0-000 |
Volume |
482,992 |
413,451 |
-69,541 |
-14.4% |
2,836,829 |
|
Daily Pivots for day following 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-028 |
125-319 |
125-192 |
|
R3 |
125-281 |
125-252 |
125-174 |
|
R2 |
125-213 |
125-213 |
125-167 |
|
R1 |
125-184 |
125-184 |
125-161 |
125-199 |
PP |
125-146 |
125-146 |
125-146 |
125-153 |
S1 |
125-117 |
125-117 |
125-149 |
125-131 |
S2 |
125-078 |
125-078 |
125-143 |
|
S3 |
125-011 |
125-049 |
125-136 |
|
S4 |
124-263 |
124-302 |
125-118 |
|
|
Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-172 |
126-116 |
125-217 |
|
R3 |
126-059 |
126-003 |
125-186 |
|
R2 |
125-267 |
125-267 |
125-176 |
|
R1 |
125-211 |
125-211 |
125-165 |
125-182 |
PP |
125-154 |
125-154 |
125-154 |
125-140 |
S1 |
125-098 |
125-098 |
125-145 |
125-070 |
S2 |
125-042 |
125-042 |
125-134 |
|
S3 |
124-249 |
124-306 |
125-124 |
|
S4 |
124-137 |
124-193 |
125-093 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-142 |
2.618 |
126-032 |
1.618 |
125-284 |
1.000 |
125-242 |
0.618 |
125-217 |
HIGH |
125-175 |
0.618 |
125-149 |
0.500 |
125-141 |
0.382 |
125-133 |
LOW |
125-108 |
0.618 |
125-066 |
1.000 |
125-040 |
1.618 |
124-318 |
2.618 |
124-251 |
4.250 |
124-141 |
|
|
Fisher Pivots for day following 19-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
125-150 |
125-150 |
PP |
125-146 |
125-146 |
S1 |
125-141 |
125-141 |
|