ECBOT 5 Year T-Note Future September 2020
Trading Metrics calculated at close of trading on 25-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2020 |
25-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
125-145 |
125-160 |
0-015 |
0.0% |
125-175 |
High |
125-175 |
125-192 |
0-018 |
0.0% |
125-210 |
Low |
125-122 |
125-158 |
0-035 |
0.1% |
125-098 |
Close |
125-170 |
125-172 |
0-002 |
0.0% |
125-155 |
Range |
0-052 |
0-035 |
-0-018 |
-33.3% |
0-112 |
ATR |
0-072 |
0-070 |
-0-003 |
-3.7% |
0-000 |
Volume |
583,194 |
504,442 |
-78,752 |
-13.5% |
2,836,829 |
|
Daily Pivots for day following 25-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-279 |
125-261 |
125-192 |
|
R3 |
125-244 |
125-226 |
125-182 |
|
R2 |
125-209 |
125-209 |
125-179 |
|
R1 |
125-191 |
125-191 |
125-176 |
125-200 |
PP |
125-174 |
125-174 |
125-174 |
125-179 |
S1 |
125-156 |
125-156 |
125-169 |
125-165 |
S2 |
125-139 |
125-139 |
125-166 |
|
S3 |
125-104 |
125-121 |
125-163 |
|
S4 |
125-069 |
125-086 |
125-153 |
|
|
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 |
126-021 |
2.618 |
125-284 |
1.618 |
125-249 |
1.000 |
125-228 |
0.618 |
125-214 |
HIGH |
125-192 |
0.618 |
125-179 |
0.500 |
125-175 |
0.382 |
125-171 |
LOW |
125-158 |
0.618 |
125-136 |
1.000 |
125-122 |
1.618 |
125-101 |
2.618 |
125-066 |
4.250 |
125-009 |
|
|
Fisher Pivots for day following 25-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
125-175 |
125-168 |
PP |
125-174 |
125-162 |
S1 |
125-173 |
125-158 |
|