ECBOT 5 Year T-Note Future September 2020
Trading Metrics calculated at close of trading on 13-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2020 |
13-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
125-242 |
125-215 |
-0-028 |
-0.1% |
125-238 |
High |
125-285 |
125-240 |
-0-045 |
-0.1% |
125-285 |
Low |
125-208 |
125-198 |
-0-010 |
0.0% |
125-178 |
Close |
125-222 |
125-222 |
0-000 |
0.0% |
125-222 |
Range |
0-078 |
0-042 |
-0-035 |
-45.2% |
0-108 |
ATR |
0-063 |
0-062 |
-0-001 |
-2.3% |
0-000 |
Volume |
503,267 |
364,921 |
-138,346 |
-27.5% |
2,217,999 |
|
Daily Pivots for day following 13-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-028 |
126-008 |
125-246 |
|
R3 |
125-305 |
125-285 |
125-234 |
|
R2 |
125-262 |
125-262 |
125-230 |
|
R1 |
125-242 |
125-242 |
125-226 |
125-252 |
PP |
125-220 |
125-220 |
125-220 |
125-225 |
S1 |
125-200 |
125-200 |
125-219 |
125-210 |
S2 |
125-178 |
125-178 |
125-215 |
|
S3 |
125-135 |
125-158 |
125-211 |
|
S4 |
125-092 |
125-115 |
125-199 |
|
|
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 |
125-198 |
0-088 |
0.2% |
0-050 |
0.1% |
29% |
False |
True |
435,460 |
10 |
125-285 |
125-168 |
0-118 |
0.3% |
0-055 |
0.1% |
47% |
False |
False |
489,528 |
20 |
125-285 |
125-098 |
0-188 |
0.5% |
0-055 |
0.1% |
67% |
False |
False |
511,584 |
40 |
125-285 |
124-180 |
1-105 |
1.1% |
0-069 |
0.2% |
85% |
False |
False |
647,471 |
60 |
125-285 |
124-180 |
1-105 |
1.1% |
0-071 |
0.2% |
85% |
False |
False |
439,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-101 |
2.618 |
126-031 |
1.618 |
125-309 |
1.000 |
125-282 |
0.618 |
125-266 |
HIGH |
125-240 |
0.618 |
125-224 |
0.500 |
125-219 |
0.382 |
125-214 |
LOW |
125-198 |
0.618 |
125-171 |
1.000 |
125-155 |
1.618 |
125-129 |
2.618 |
125-086 |
4.250 |
125-017 |
|
|
Fisher Pivots for day following 13-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
125-221 |
125-241 |
PP |
125-220 |
125-235 |
S1 |
125-219 |
125-229 |
|