ECBOT 5 Year T-Note Future September 2020
Trading Metrics calculated at close of trading on 10-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2020 |
10-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
125-218 |
125-242 |
0-025 |
0.1% |
125-238 |
High |
125-268 |
125-285 |
0-018 |
0.0% |
125-285 |
Low |
125-215 |
125-208 |
-0-008 |
0.0% |
125-178 |
Close |
125-260 |
125-222 |
-0-038 |
-0.1% |
125-222 |
Range |
0-052 |
0-078 |
0-025 |
47.6% |
0-108 |
ATR |
0-062 |
0-063 |
0-001 |
1.8% |
0-000 |
Volume |
452,605 |
503,267 |
50,662 |
11.2% |
2,217,999 |
|
Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-151 |
126-104 |
125-265 |
|
R3 |
126-073 |
126-027 |
125-244 |
|
R2 |
125-316 |
125-316 |
125-237 |
|
R1 |
125-269 |
125-269 |
125-230 |
125-254 |
PP |
125-238 |
125-238 |
125-238 |
125-231 |
S1 |
125-192 |
125-192 |
125-215 |
125-176 |
S2 |
125-161 |
125-161 |
125-208 |
|
S3 |
125-083 |
125-114 |
125-201 |
|
S4 |
125-006 |
125-037 |
125-180 |
|
|
Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-231 |
126-174 |
125-282 |
|
R3 |
126-123 |
126-067 |
125-252 |
|
R2 |
126-016 |
126-016 |
125-242 |
|
R1 |
125-279 |
125-279 |
125-232 |
125-254 |
PP |
125-228 |
125-228 |
125-228 |
125-216 |
S1 |
125-172 |
125-172 |
125-213 |
125-146 |
S2 |
125-121 |
125-121 |
125-203 |
|
S3 |
125-013 |
125-064 |
125-193 |
|
S4 |
124-226 |
124-277 |
125-163 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-285 |
125-178 |
0-108 |
0.3% |
0-054 |
0.1% |
42% |
True |
False |
443,599 |
10 |
125-285 |
125-162 |
0-122 |
0.3% |
0-057 |
0.1% |
49% |
True |
False |
502,971 |
20 |
125-285 |
125-098 |
0-188 |
0.5% |
0-055 |
0.1% |
67% |
True |
False |
523,549 |
40 |
125-285 |
124-180 |
1-105 |
1.1% |
0-070 |
0.2% |
85% |
True |
False |
640,187 |
60 |
125-285 |
124-180 |
1-105 |
1.1% |
0-072 |
0.2% |
85% |
True |
False |
433,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-294 |
2.618 |
126-168 |
1.618 |
126-090 |
1.000 |
126-042 |
0.618 |
126-013 |
HIGH |
125-285 |
0.618 |
125-255 |
0.500 |
125-246 |
0.382 |
125-237 |
LOW |
125-208 |
0.618 |
125-160 |
1.000 |
125-130 |
1.618 |
125-082 |
2.618 |
125-005 |
4.250 |
124-198 |
|
|
Fisher Pivots for day following 10-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
125-246 |
125-244 |
PP |
125-238 |
125-237 |
S1 |
125-230 |
125-230 |
|