ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 21-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
125-242 |
125-252 |
0-010 |
0.0% |
125-215 |
| High |
125-270 |
125-272 |
0-002 |
0.0% |
125-270 |
| Low |
125-232 |
125-228 |
-0-005 |
0.0% |
125-198 |
| Close |
125-238 |
125-262 |
0-025 |
0.1% |
125-245 |
| Range |
0-038 |
0-045 |
0-008 |
20.0% |
0-072 |
| ATR |
0-055 |
0-054 |
-0-001 |
-1.3% |
0-000 |
| Volume |
341,027 |
383,267 |
42,240 |
12.4% |
1,773,351 |
|
| Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-069 |
126-051 |
125-287 |
|
| R3 |
126-024 |
126-006 |
125-275 |
|
| R2 |
125-299 |
125-299 |
125-271 |
|
| R1 |
125-281 |
125-281 |
125-267 |
125-290 |
| PP |
125-254 |
125-254 |
125-254 |
125-259 |
| S1 |
125-236 |
125-236 |
125-258 |
125-245 |
| S2 |
125-209 |
125-209 |
125-254 |
|
| S3 |
125-164 |
125-191 |
125-250 |
|
| S4 |
125-119 |
125-146 |
125-238 |
|
|
| 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 |
125-272 |
125-208 |
0-065 |
0.2% |
0-042 |
0.1% |
85% |
True |
False |
340,969 |
| 10 |
125-285 |
125-198 |
0-088 |
0.2% |
0-046 |
0.1% |
74% |
False |
False |
389,190 |
| 20 |
125-285 |
125-122 |
0-162 |
0.4% |
0-050 |
0.1% |
86% |
False |
False |
457,039 |
| 40 |
125-285 |
124-180 |
1-105 |
1.1% |
0-065 |
0.2% |
95% |
False |
False |
642,405 |
| 60 |
125-285 |
124-180 |
1-105 |
1.1% |
0-068 |
0.2% |
95% |
False |
False |
474,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-144 |
|
2.618 |
126-070 |
|
1.618 |
126-025 |
|
1.000 |
125-318 |
|
0.618 |
125-300 |
|
HIGH |
125-272 |
|
0.618 |
125-255 |
|
0.500 |
125-250 |
|
0.382 |
125-245 |
|
LOW |
125-228 |
|
0.618 |
125-200 |
|
1.000 |
125-182 |
|
1.618 |
125-155 |
|
2.618 |
125-110 |
|
4.250 |
125-036 |
|
|
| Fisher Pivots for day following 21-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-258 |
125-258 |
| PP |
125-254 |
125-254 |
| S1 |
125-250 |
125-250 |
|