ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 11-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
126-008 |
126-000 |
-0-008 |
0.0% |
126-055 |
| High |
126-045 |
126-010 |
-0-035 |
-0.1% |
126-078 |
| Low |
125-318 |
125-230 |
-0-088 |
-0.2% |
126-002 |
| Close |
126-005 |
125-232 |
-0-092 |
-0.2% |
126-010 |
| Range |
0-048 |
0-100 |
0-052 |
110.5% |
0-075 |
| ATR |
0-050 |
0-054 |
0-004 |
7.1% |
0-000 |
| Volume |
359,611 |
780,090 |
420,479 |
116.9% |
2,255,541 |
|
| Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-244 |
126-178 |
125-288 |
|
| R3 |
126-144 |
126-078 |
125-260 |
|
| R2 |
126-044 |
126-044 |
125-251 |
|
| R1 |
125-298 |
125-298 |
125-242 |
125-281 |
| PP |
125-264 |
125-264 |
125-264 |
125-256 |
| S1 |
125-198 |
125-198 |
125-223 |
125-181 |
| S2 |
125-164 |
125-164 |
125-214 |
|
| S3 |
125-064 |
125-098 |
125-205 |
|
| S4 |
124-284 |
124-318 |
125-178 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-255 |
126-208 |
126-051 |
|
| R3 |
126-180 |
126-132 |
126-031 |
|
| R2 |
126-105 |
126-105 |
126-024 |
|
| R1 |
126-058 |
126-058 |
126-017 |
126-044 |
| PP |
126-030 |
126-030 |
126-030 |
126-023 |
| S1 |
125-302 |
125-302 |
126-003 |
125-289 |
| S2 |
125-275 |
125-275 |
125-316 |
|
| S3 |
125-200 |
125-228 |
125-309 |
|
| S4 |
125-125 |
125-152 |
125-289 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-078 |
125-230 |
0-168 |
0.4% |
0-063 |
0.2% |
1% |
False |
True |
496,295 |
| 10 |
126-078 |
125-230 |
0-168 |
0.4% |
0-056 |
0.1% |
1% |
False |
True |
504,811 |
| 20 |
126-078 |
125-208 |
0-190 |
0.5% |
0-048 |
0.1% |
13% |
False |
False |
438,642 |
| 40 |
126-078 |
125-098 |
0-300 |
0.7% |
0-050 |
0.1% |
45% |
False |
False |
471,104 |
| 60 |
126-078 |
124-180 |
1-218 |
1.3% |
0-062 |
0.2% |
69% |
False |
False |
583,183 |
| 80 |
126-078 |
124-180 |
1-218 |
1.3% |
0-064 |
0.2% |
69% |
False |
False |
444,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-115 |
|
2.618 |
126-272 |
|
1.618 |
126-172 |
|
1.000 |
126-110 |
|
0.618 |
126-072 |
|
HIGH |
126-010 |
|
0.618 |
125-292 |
|
0.500 |
125-280 |
|
0.382 |
125-268 |
|
LOW |
125-230 |
|
0.618 |
125-168 |
|
1.000 |
125-130 |
|
1.618 |
125-068 |
|
2.618 |
124-288 |
|
4.250 |
124-125 |
|
|
| Fisher Pivots for day following 11-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-280 |
125-302 |
| PP |
125-264 |
125-279 |
| S1 |
125-248 |
125-256 |
|