ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 09-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2020 |
09-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
125-232 |
125-218 |
-0-015 |
0.0% |
125-218 |
| High |
125-238 |
125-268 |
0-030 |
0.1% |
125-272 |
| Low |
125-202 |
125-215 |
0-012 |
0.0% |
125-168 |
| Close |
125-232 |
125-260 |
0-028 |
0.1% |
125-225 |
| Range |
0-035 |
0-052 |
0-018 |
50.0% |
0-105 |
| ATR |
0-063 |
0-062 |
-0-001 |
-1.2% |
0-000 |
| Volume |
438,391 |
452,605 |
14,214 |
3.2% |
2,312,367 |
|
| Daily Pivots for day following 09-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-085 |
126-065 |
125-289 |
|
| R3 |
126-032 |
126-012 |
125-274 |
|
| R2 |
125-300 |
125-300 |
125-270 |
|
| R1 |
125-280 |
125-280 |
125-265 |
125-290 |
| PP |
125-248 |
125-248 |
125-248 |
125-252 |
| S1 |
125-228 |
125-228 |
125-255 |
125-238 |
| S2 |
125-195 |
125-195 |
125-250 |
|
| S3 |
125-142 |
125-175 |
125-246 |
|
| S4 |
125-090 |
125-122 |
125-231 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-268 |
125-168 |
0-100 |
0.2% |
0-054 |
0.1% |
93% |
True |
False |
430,638 |
| 10 |
125-272 |
125-158 |
0-115 |
0.3% |
0-053 |
0.1% |
89% |
False |
False |
503,089 |
| 20 |
125-272 |
125-098 |
0-175 |
0.4% |
0-054 |
0.1% |
93% |
False |
False |
541,290 |
| 40 |
125-272 |
124-180 |
1-092 |
1.0% |
0-069 |
0.2% |
97% |
False |
False |
629,954 |
| 60 |
125-272 |
124-180 |
1-092 |
1.0% |
0-073 |
0.2% |
97% |
False |
False |
425,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-171 |
|
2.618 |
126-085 |
|
1.618 |
126-032 |
|
1.000 |
126-000 |
|
0.618 |
125-300 |
|
HIGH |
125-268 |
|
0.618 |
125-247 |
|
0.500 |
125-241 |
|
0.382 |
125-235 |
|
LOW |
125-215 |
|
0.618 |
125-183 |
|
1.000 |
125-162 |
|
1.618 |
125-130 |
|
2.618 |
125-078 |
|
4.250 |
124-312 |
|
|
| Fisher Pivots for day following 09-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-254 |
125-252 |
| PP |
125-248 |
125-243 |
| S1 |
125-241 |
125-235 |
|