ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 28-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
125-252 |
125-235 |
-0-018 |
0.0% |
125-242 |
| High |
125-280 |
125-285 |
0-005 |
0.0% |
125-278 |
| Low |
125-235 |
125-225 |
-0-010 |
0.0% |
125-228 |
| Close |
125-238 |
125-280 |
0-042 |
0.1% |
125-258 |
| Range |
0-045 |
0-060 |
0-015 |
33.3% |
0-050 |
| ATR |
0-049 |
0-050 |
0-001 |
1.6% |
0-000 |
| Volume |
448,465 |
437,051 |
-11,414 |
-2.5% |
1,858,672 |
|
| Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-123 |
126-102 |
125-313 |
|
| R3 |
126-063 |
126-042 |
125-296 |
|
| R2 |
126-003 |
126-003 |
125-291 |
|
| R1 |
125-302 |
125-302 |
125-286 |
125-312 |
| PP |
125-263 |
125-263 |
125-263 |
125-269 |
| S1 |
125-242 |
125-242 |
125-274 |
125-252 |
| S2 |
125-203 |
125-203 |
125-269 |
|
| S3 |
125-143 |
125-182 |
125-264 |
|
| S4 |
125-083 |
125-122 |
125-247 |
|
|
| 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 |
125-285 |
125-225 |
0-060 |
0.1% |
0-038 |
0.1% |
92% |
True |
True |
403,978 |
| 10 |
125-285 |
125-208 |
0-078 |
0.2% |
0-040 |
0.1% |
94% |
True |
False |
372,474 |
| 20 |
125-285 |
125-168 |
0-118 |
0.3% |
0-047 |
0.1% |
96% |
True |
False |
427,285 |
| 40 |
125-285 |
124-180 |
1-105 |
1.1% |
0-061 |
0.2% |
99% |
True |
False |
534,049 |
| 60 |
125-285 |
124-180 |
1-105 |
1.1% |
0-065 |
0.2% |
99% |
True |
False |
508,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-220 |
|
2.618 |
126-122 |
|
1.618 |
126-062 |
|
1.000 |
126-025 |
|
0.618 |
126-002 |
|
HIGH |
125-285 |
|
0.618 |
125-262 |
|
0.500 |
125-255 |
|
0.382 |
125-248 |
|
LOW |
125-225 |
|
0.618 |
125-188 |
|
1.000 |
125-165 |
|
1.618 |
125-128 |
|
2.618 |
125-068 |
|
4.250 |
124-290 |
|
|
| Fisher Pivots for day following 28-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-272 |
125-272 |
| PP |
125-263 |
125-263 |
| S1 |
125-255 |
125-255 |
|