ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 27-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
125-258 |
125-252 |
-0-005 |
0.0% |
125-242 |
| High |
125-278 |
125-280 |
0-002 |
0.0% |
125-278 |
| Low |
125-248 |
125-235 |
-0-012 |
0.0% |
125-228 |
| Close |
125-258 |
125-238 |
-0-020 |
0.0% |
125-258 |
| Range |
0-030 |
0-045 |
0-015 |
50.0% |
0-050 |
| ATR |
0-049 |
0-049 |
0-000 |
-0.6% |
0-000 |
| Volume |
390,578 |
448,465 |
57,887 |
14.8% |
1,858,672 |
|
| Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-066 |
126-037 |
125-262 |
|
| R3 |
126-021 |
125-312 |
125-250 |
|
| R2 |
125-296 |
125-296 |
125-246 |
|
| R1 |
125-267 |
125-267 |
125-242 |
125-259 |
| PP |
125-251 |
125-251 |
125-251 |
125-247 |
| S1 |
125-222 |
125-222 |
125-233 |
125-214 |
| S2 |
125-206 |
125-206 |
125-229 |
|
| S3 |
125-161 |
125-177 |
125-225 |
|
| S4 |
125-116 |
125-132 |
125-213 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-084 |
126-061 |
125-285 |
|
| R3 |
126-034 |
126-011 |
125-271 |
|
| R2 |
125-304 |
125-304 |
125-267 |
|
| R1 |
125-281 |
125-281 |
125-262 |
125-292 |
| PP |
125-254 |
125-254 |
125-254 |
125-260 |
| S1 |
125-231 |
125-231 |
125-253 |
125-242 |
| S2 |
125-204 |
125-204 |
125-248 |
|
| S3 |
125-154 |
125-181 |
125-244 |
|
| S4 |
125-104 |
125-131 |
125-230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-280 |
125-228 |
0-052 |
0.1% |
0-035 |
0.1% |
19% |
True |
False |
393,222 |
| 10 |
125-280 |
125-208 |
0-072 |
0.2% |
0-038 |
0.1% |
41% |
True |
False |
371,556 |
| 20 |
125-285 |
125-168 |
0-118 |
0.3% |
0-046 |
0.1% |
60% |
False |
False |
430,542 |
| 40 |
125-285 |
124-180 |
1-105 |
1.1% |
0-061 |
0.2% |
89% |
False |
False |
537,542 |
| 60 |
125-285 |
124-180 |
1-105 |
1.1% |
0-066 |
0.2% |
89% |
False |
False |
500,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-151 |
|
2.618 |
126-078 |
|
1.618 |
126-033 |
|
1.000 |
126-005 |
|
0.618 |
125-308 |
|
HIGH |
125-280 |
|
0.618 |
125-263 |
|
0.500 |
125-258 |
|
0.382 |
125-252 |
|
LOW |
125-235 |
|
0.618 |
125-207 |
|
1.000 |
125-190 |
|
1.618 |
125-162 |
|
2.618 |
125-117 |
|
4.250 |
125-044 |
|
|
| Fisher Pivots for day following 27-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-258 |
125-258 |
| PP |
125-251 |
125-251 |
| S1 |
125-244 |
125-244 |
|