ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 17-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
125-235 |
125-255 |
0-020 |
0.0% |
125-215 |
| High |
125-270 |
125-270 |
0-000 |
0.0% |
125-270 |
| Low |
125-230 |
125-232 |
0-002 |
0.0% |
125-198 |
| Close |
125-258 |
125-245 |
-0-012 |
0.0% |
125-245 |
| Range |
0-040 |
0-038 |
-0-002 |
-6.3% |
0-072 |
| ATR |
0-058 |
0-057 |
-0-001 |
-2.5% |
0-000 |
| Volume |
320,471 |
303,499 |
-16,972 |
-5.3% |
1,773,351 |
|
| Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-042 |
126-021 |
125-266 |
|
| R3 |
126-004 |
125-303 |
125-255 |
|
| R2 |
125-287 |
125-287 |
125-252 |
|
| R1 |
125-266 |
125-266 |
125-248 |
125-258 |
| PP |
125-249 |
125-249 |
125-249 |
125-245 |
| S1 |
125-228 |
125-228 |
125-242 |
125-220 |
| S2 |
125-212 |
125-212 |
125-238 |
|
| S3 |
125-174 |
125-191 |
125-235 |
|
| S4 |
125-137 |
125-153 |
125-224 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-135 |
126-102 |
125-285 |
|
| R3 |
126-062 |
126-030 |
125-265 |
|
| R2 |
125-310 |
125-310 |
125-258 |
|
| R1 |
125-278 |
125-278 |
125-252 |
125-294 |
| PP |
125-238 |
125-238 |
125-238 |
125-246 |
| S1 |
125-205 |
125-205 |
125-238 |
125-221 |
| S2 |
125-165 |
125-165 |
125-232 |
|
| S3 |
125-092 |
125-132 |
125-225 |
|
| S4 |
125-020 |
125-060 |
125-205 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-270 |
125-198 |
0-072 |
0.2% |
0-042 |
0.1% |
66% |
True |
False |
354,670 |
| 10 |
125-285 |
125-178 |
0-108 |
0.3% |
0-048 |
0.1% |
63% |
False |
False |
399,135 |
| 20 |
125-285 |
125-108 |
0-178 |
0.4% |
0-052 |
0.1% |
77% |
False |
False |
460,837 |
| 40 |
125-285 |
124-180 |
1-105 |
1.1% |
0-065 |
0.2% |
91% |
False |
False |
661,812 |
| 60 |
125-285 |
124-180 |
1-105 |
1.1% |
0-068 |
0.2% |
91% |
False |
False |
463,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-109 |
|
2.618 |
126-048 |
|
1.618 |
126-011 |
|
1.000 |
125-308 |
|
0.618 |
125-293 |
|
HIGH |
125-270 |
|
0.618 |
125-256 |
|
0.500 |
125-251 |
|
0.382 |
125-247 |
|
LOW |
125-232 |
|
0.618 |
125-209 |
|
1.000 |
125-195 |
|
1.618 |
125-172 |
|
2.618 |
125-134 |
|
4.250 |
125-073 |
|
|
| Fisher Pivots for day following 17-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-251 |
125-243 |
| PP |
125-249 |
125-241 |
| S1 |
125-247 |
125-239 |
|