ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 22-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
125-252 |
125-270 |
0-018 |
0.0% |
125-215 |
| High |
125-272 |
125-278 |
0-005 |
0.0% |
125-270 |
| Low |
125-228 |
125-248 |
0-020 |
0.0% |
125-198 |
| Close |
125-262 |
125-260 |
-0-002 |
0.0% |
125-245 |
| Range |
0-045 |
0-030 |
-0-015 |
-33.3% |
0-072 |
| ATR |
0-054 |
0-053 |
-0-002 |
-3.2% |
0-000 |
| Volume |
383,267 |
385,668 |
2,401 |
0.6% |
1,773,351 |
|
| Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-032 |
126-016 |
125-276 |
|
| R3 |
126-002 |
125-306 |
125-268 |
|
| R2 |
125-292 |
125-292 |
125-266 |
|
| R1 |
125-276 |
125-276 |
125-263 |
125-269 |
| PP |
125-262 |
125-262 |
125-262 |
125-258 |
| S1 |
125-246 |
125-246 |
125-257 |
125-239 |
| S2 |
125-232 |
125-232 |
125-254 |
|
| S3 |
125-202 |
125-216 |
125-252 |
|
| S4 |
125-172 |
125-186 |
125-244 |
|
|
| 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 |
125-278 |
125-228 |
0-050 |
0.1% |
0-038 |
0.1% |
65% |
True |
False |
346,786 |
| 10 |
125-285 |
125-198 |
0-088 |
0.2% |
0-045 |
0.1% |
71% |
False |
False |
383,918 |
| 20 |
125-285 |
125-122 |
0-162 |
0.4% |
0-049 |
0.1% |
85% |
False |
False |
450,033 |
| 40 |
125-285 |
124-180 |
1-105 |
1.1% |
0-064 |
0.2% |
94% |
False |
False |
594,513 |
| 60 |
125-285 |
124-180 |
1-105 |
1.1% |
0-067 |
0.2% |
94% |
False |
False |
481,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-085 |
|
2.618 |
126-036 |
|
1.618 |
126-006 |
|
1.000 |
125-308 |
|
0.618 |
125-296 |
|
HIGH |
125-278 |
|
0.618 |
125-266 |
|
0.500 |
125-262 |
|
0.382 |
125-259 |
|
LOW |
125-248 |
|
0.618 |
125-229 |
|
1.000 |
125-218 |
|
1.618 |
125-199 |
|
2.618 |
125-169 |
|
4.250 |
125-120 |
|
|
| Fisher Pivots for day following 22-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-262 |
125-258 |
| PP |
125-262 |
125-255 |
| S1 |
125-261 |
125-252 |
|