ECBOT 5 Year T-Note Future September 2020
Trading Metrics calculated at close of trading on 07-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2020 |
07-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
125-238 |
125-210 |
-0-028 |
-0.1% |
125-218 |
High |
125-245 |
125-242 |
-0-002 |
0.0% |
125-272 |
Low |
125-178 |
125-202 |
0-025 |
0.1% |
125-168 |
Close |
125-205 |
125-222 |
0-018 |
0.0% |
125-225 |
Range |
0-068 |
0-040 |
-0-028 |
-40.7% |
0-105 |
ATR |
0-067 |
0-065 |
-0-002 |
-2.9% |
0-000 |
Volume |
405,619 |
418,117 |
12,498 |
3.1% |
2,312,367 |
|
Daily Pivots for day following 07-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-022 |
126-002 |
125-244 |
|
R3 |
125-302 |
125-282 |
125-234 |
|
R2 |
125-262 |
125-262 |
125-230 |
|
R1 |
125-242 |
125-242 |
125-226 |
125-252 |
PP |
125-222 |
125-222 |
125-222 |
125-228 |
S1 |
125-202 |
125-202 |
125-219 |
125-212 |
S2 |
125-182 |
125-182 |
125-215 |
|
S3 |
125-142 |
125-162 |
125-212 |
|
S4 |
125-102 |
125-122 |
125-200 |
|
|
Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-217 |
126-166 |
125-283 |
|
R3 |
126-112 |
126-061 |
125-254 |
|
R2 |
126-007 |
126-007 |
125-244 |
|
R1 |
125-276 |
125-276 |
125-235 |
125-301 |
PP |
125-222 |
125-222 |
125-222 |
125-234 |
S1 |
125-171 |
125-171 |
125-215 |
125-196 |
S2 |
125-117 |
125-117 |
125-206 |
|
S3 |
125-012 |
125-066 |
125-196 |
|
S4 |
124-227 |
124-281 |
125-167 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-092 |
2.618 |
126-027 |
1.618 |
125-307 |
1.000 |
125-282 |
0.618 |
125-267 |
HIGH |
125-242 |
0.618 |
125-227 |
0.500 |
125-222 |
0.382 |
125-218 |
LOW |
125-202 |
0.618 |
125-178 |
1.000 |
125-162 |
1.618 |
125-138 |
2.618 |
125-098 |
4.250 |
125-032 |
|
|
Fisher Pivots for day following 07-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
125-222 |
125-217 |
PP |
125-222 |
125-212 |
S1 |
125-222 |
125-206 |
|