ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 29-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
125-235 |
125-272 |
0-038 |
0.1% |
125-242 |
| High |
125-285 |
125-312 |
0-028 |
0.1% |
125-278 |
| Low |
125-225 |
125-262 |
0-038 |
0.1% |
125-228 |
| Close |
125-280 |
125-302 |
0-022 |
0.1% |
125-258 |
| Range |
0-060 |
0-050 |
-0-010 |
-16.7% |
0-050 |
| ATR |
0-050 |
0-050 |
0-000 |
0.0% |
0-000 |
| Volume |
437,051 |
467,133 |
30,082 |
6.9% |
1,858,672 |
|
| Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-122 |
126-102 |
126-010 |
|
| R3 |
126-072 |
126-052 |
125-316 |
|
| R2 |
126-022 |
126-022 |
125-312 |
|
| R1 |
126-002 |
126-002 |
125-307 |
126-012 |
| PP |
125-292 |
125-292 |
125-292 |
125-298 |
| S1 |
125-272 |
125-272 |
125-298 |
125-282 |
| S2 |
125-242 |
125-242 |
125-293 |
|
| S3 |
125-192 |
125-222 |
125-289 |
|
| S4 |
125-142 |
125-172 |
125-275 |
|
|
| 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 |
125-312 |
125-225 |
0-088 |
0.2% |
0-042 |
0.1% |
89% |
True |
False |
420,271 |
| 10 |
125-312 |
125-225 |
0-088 |
0.2% |
0-040 |
0.1% |
89% |
True |
False |
383,529 |
| 20 |
125-312 |
125-168 |
0-145 |
0.4% |
0-047 |
0.1% |
93% |
True |
False |
414,140 |
| 40 |
125-312 |
124-180 |
1-132 |
1.1% |
0-061 |
0.2% |
98% |
True |
False |
533,349 |
| 60 |
125-312 |
124-180 |
1-132 |
1.1% |
0-065 |
0.2% |
98% |
True |
False |
515,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-205 |
|
2.618 |
126-123 |
|
1.618 |
126-073 |
|
1.000 |
126-042 |
|
0.618 |
126-023 |
|
HIGH |
125-312 |
|
0.618 |
125-293 |
|
0.500 |
125-288 |
|
0.382 |
125-282 |
|
LOW |
125-262 |
|
0.618 |
125-232 |
|
1.000 |
125-212 |
|
1.618 |
125-182 |
|
2.618 |
125-132 |
|
4.250 |
125-050 |
|
|
| Fisher Pivots for day following 29-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-298 |
125-291 |
| PP |
125-292 |
125-280 |
| S1 |
125-288 |
125-269 |
|