ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 30-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
125-272 |
125-305 |
0-032 |
0.1% |
125-242 |
| High |
125-312 |
126-022 |
0-030 |
0.1% |
125-278 |
| Low |
125-262 |
125-298 |
0-035 |
0.1% |
125-228 |
| Close |
125-302 |
126-015 |
0-032 |
0.1% |
125-258 |
| Range |
0-050 |
0-045 |
-0-005 |
-10.0% |
0-050 |
| ATR |
0-050 |
0-049 |
0-000 |
-0.7% |
0-000 |
| Volume |
467,133 |
453,756 |
-13,377 |
-2.9% |
1,858,672 |
|
| Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-140 |
126-122 |
126-040 |
|
| R3 |
126-095 |
126-078 |
126-027 |
|
| R2 |
126-050 |
126-050 |
126-023 |
|
| R1 |
126-032 |
126-032 |
126-019 |
126-041 |
| PP |
126-005 |
126-005 |
126-005 |
126-009 |
| S1 |
125-308 |
125-308 |
126-011 |
125-316 |
| S2 |
125-280 |
125-280 |
126-007 |
|
| S3 |
125-235 |
125-262 |
126-003 |
|
| S4 |
125-190 |
125-218 |
125-310 |
|
|
| 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 |
126-022 |
125-225 |
0-118 |
0.3% |
0-046 |
0.1% |
94% |
True |
False |
439,396 |
| 10 |
126-022 |
125-225 |
0-118 |
0.3% |
0-040 |
0.1% |
94% |
True |
False |
396,857 |
| 20 |
126-022 |
125-168 |
0-175 |
0.4% |
0-046 |
0.1% |
96% |
True |
False |
404,744 |
| 40 |
126-022 |
124-180 |
1-162 |
1.2% |
0-059 |
0.1% |
98% |
True |
False |
522,478 |
| 60 |
126-022 |
124-180 |
1-162 |
1.2% |
0-065 |
0.2% |
98% |
True |
False |
522,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-214 |
|
2.618 |
126-140 |
|
1.618 |
126-095 |
|
1.000 |
126-068 |
|
0.618 |
126-050 |
|
HIGH |
126-022 |
|
0.618 |
126-005 |
|
0.500 |
126-000 |
|
0.382 |
125-315 |
|
LOW |
125-298 |
|
0.618 |
125-270 |
|
1.000 |
125-252 |
|
1.618 |
125-225 |
|
2.618 |
125-180 |
|
4.250 |
125-106 |
|
|
| Fisher Pivots for day following 30-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
126-010 |
125-318 |
| PP |
126-005 |
125-301 |
| S1 |
126-000 |
125-284 |
|