ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 04-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
126-055 |
126-038 |
-0-018 |
0.0% |
125-252 |
| High |
126-055 |
126-078 |
0-022 |
0.1% |
126-052 |
| Low |
126-018 |
126-025 |
0-008 |
0.0% |
125-225 |
| Close |
126-025 |
126-068 |
0-042 |
0.1% |
126-040 |
| Range |
0-038 |
0-052 |
0-015 |
40.0% |
0-148 |
| ATR |
0-049 |
0-049 |
0-000 |
0.5% |
0-000 |
| Volume |
474,348 |
439,415 |
-34,933 |
-7.4% |
2,538,390 |
|
| Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-214 |
126-193 |
126-096 |
|
| R3 |
126-162 |
126-141 |
126-082 |
|
| R2 |
126-109 |
126-109 |
126-077 |
|
| R1 |
126-088 |
126-088 |
126-072 |
126-099 |
| PP |
126-057 |
126-057 |
126-057 |
126-062 |
| S1 |
126-036 |
126-036 |
126-063 |
126-046 |
| S2 |
126-004 |
126-004 |
126-058 |
|
| S3 |
125-272 |
125-303 |
126-053 |
|
| S4 |
125-219 |
125-251 |
126-039 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-122 |
127-068 |
126-121 |
|
| R3 |
126-294 |
126-241 |
126-081 |
|
| R2 |
126-147 |
126-147 |
126-067 |
|
| R1 |
126-093 |
126-093 |
126-054 |
126-120 |
| PP |
125-319 |
125-319 |
125-319 |
126-012 |
| S1 |
125-266 |
125-266 |
126-026 |
125-292 |
| S2 |
125-172 |
125-172 |
126-013 |
|
| S3 |
125-024 |
125-118 |
125-319 |
|
| S4 |
124-197 |
124-291 |
125-279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-078 |
125-262 |
0-135 |
0.3% |
0-048 |
0.1% |
93% |
True |
False |
513,327 |
| 10 |
126-078 |
125-225 |
0-172 |
0.4% |
0-043 |
0.1% |
94% |
True |
False |
458,653 |
| 20 |
126-078 |
125-198 |
0-200 |
0.5% |
0-044 |
0.1% |
95% |
True |
False |
423,921 |
| 40 |
126-078 |
124-278 |
1-120 |
1.1% |
0-053 |
0.1% |
98% |
True |
False |
498,654 |
| 60 |
126-078 |
124-180 |
1-218 |
1.3% |
0-062 |
0.2% |
98% |
True |
False |
548,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-301 |
|
2.618 |
126-215 |
|
1.618 |
126-162 |
|
1.000 |
126-130 |
|
0.618 |
126-110 |
|
HIGH |
126-078 |
|
0.618 |
126-057 |
|
0.500 |
126-051 |
|
0.382 |
126-045 |
|
LOW |
126-025 |
|
0.618 |
125-313 |
|
1.000 |
125-292 |
|
1.618 |
125-260 |
|
2.618 |
125-208 |
|
4.250 |
125-122 |
|
|
| Fisher Pivots for day following 04-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
126-062 |
126-058 |
| PP |
126-057 |
126-048 |
| S1 |
126-051 |
126-038 |
|