ECBOT 5 Year T-Note Future September 2020
Trading Metrics calculated at close of trading on 23-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
125-170 |
125-130 |
-0-040 |
-0.1% |
125-175 |
High |
125-180 |
125-168 |
-0-012 |
0.0% |
125-210 |
Low |
125-132 |
125-122 |
-0-010 |
0.0% |
125-098 |
Close |
125-142 |
125-158 |
0-015 |
0.0% |
125-155 |
Range |
0-048 |
0-045 |
-0-002 |
-5.3% |
0-112 |
ATR |
0-076 |
0-074 |
-0-002 |
-2.9% |
0-000 |
Volume |
386,798 |
525,787 |
138,989 |
35.9% |
2,836,829 |
|
Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-284 |
125-266 |
125-182 |
|
R3 |
125-239 |
125-221 |
125-170 |
|
R2 |
125-194 |
125-194 |
125-166 |
|
R1 |
125-176 |
125-176 |
125-162 |
125-185 |
PP |
125-149 |
125-149 |
125-149 |
125-154 |
S1 |
125-131 |
125-131 |
125-153 |
125-140 |
S2 |
125-104 |
125-104 |
125-149 |
|
S3 |
125-059 |
125-086 |
125-145 |
|
S4 |
125-014 |
125-041 |
125-133 |
|
|
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 |
126-039 |
2.618 |
125-285 |
1.618 |
125-240 |
1.000 |
125-212 |
0.618 |
125-195 |
HIGH |
125-168 |
0.618 |
125-150 |
0.500 |
125-145 |
0.382 |
125-140 |
LOW |
125-122 |
0.618 |
125-095 |
1.000 |
125-078 |
1.618 |
125-050 |
2.618 |
125-005 |
4.250 |
124-251 |
|
|
Fisher Pivots for day following 23-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
125-153 |
125-153 |
PP |
125-149 |
125-148 |
S1 |
125-145 |
125-144 |
|