ECBOT 5 Year T-Note Future September 2020
Trading Metrics calculated at close of trading on 20-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
125-255 |
125-242 |
-0-012 |
0.0% |
125-215 |
High |
125-270 |
125-270 |
0-000 |
0.0% |
125-270 |
Low |
125-232 |
125-232 |
0-000 |
0.0% |
125-198 |
Close |
125-245 |
125-238 |
-0-008 |
0.0% |
125-245 |
Range |
0-038 |
0-038 |
0-000 |
0.0% |
0-072 |
ATR |
0-057 |
0-055 |
-0-001 |
-2.4% |
0-000 |
Volume |
303,499 |
341,027 |
37,528 |
12.4% |
1,773,351 |
|
Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-039 |
126-016 |
125-258 |
|
R3 |
126-002 |
125-298 |
125-248 |
|
R2 |
125-284 |
125-284 |
125-244 |
|
R1 |
125-261 |
125-261 |
125-241 |
125-254 |
PP |
125-247 |
125-247 |
125-247 |
125-243 |
S1 |
125-223 |
125-223 |
125-234 |
125-216 |
S2 |
125-209 |
125-209 |
125-231 |
|
S3 |
125-172 |
125-186 |
125-227 |
|
S4 |
125-134 |
125-148 |
125-217 |
|
|
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 |
125-208 |
0-062 |
0.2% |
0-041 |
0.1% |
48% |
True |
False |
349,891 |
10 |
125-285 |
125-198 |
0-088 |
0.2% |
0-045 |
0.1% |
46% |
False |
False |
392,675 |
20 |
125-285 |
125-122 |
0-162 |
0.4% |
0-050 |
0.1% |
71% |
False |
False |
457,215 |
40 |
125-285 |
124-180 |
1-105 |
1.1% |
0-065 |
0.2% |
89% |
False |
False |
651,981 |
60 |
125-285 |
124-180 |
1-105 |
1.1% |
0-068 |
0.2% |
89% |
False |
False |
468,633 |
|
|
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 20-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
125-251 |
125-250 |
PP |
125-247 |
125-246 |
S1 |
125-242 |
125-242 |
|