ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 12-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
126-000 |
125-255 |
-0-065 |
-0.2% |
126-055 |
| High |
126-010 |
125-272 |
-0-058 |
-0.1% |
126-078 |
| Low |
125-230 |
125-208 |
-0-022 |
-0.1% |
126-002 |
| Close |
125-232 |
125-232 |
0-000 |
0.0% |
126-010 |
| Range |
0-100 |
0-065 |
-0-035 |
-35.0% |
0-075 |
| ATR |
0-054 |
0-055 |
0-001 |
1.5% |
0-000 |
| Volume |
780,090 |
703,232 |
-76,858 |
-9.9% |
2,255,541 |
|
| Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-112 |
126-078 |
125-268 |
|
| R3 |
126-048 |
126-012 |
125-250 |
|
| R2 |
125-302 |
125-302 |
125-244 |
|
| R1 |
125-268 |
125-268 |
125-238 |
125-252 |
| PP |
125-238 |
125-238 |
125-238 |
125-230 |
| S1 |
125-202 |
125-202 |
125-227 |
125-188 |
| S2 |
125-172 |
125-172 |
125-221 |
|
| S3 |
125-108 |
125-138 |
125-215 |
|
| S4 |
125-042 |
125-072 |
125-197 |
|
|
| 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 |
126-072 |
125-208 |
0-185 |
0.5% |
0-064 |
0.2% |
14% |
False |
True |
536,010 |
| 10 |
126-078 |
125-208 |
0-190 |
0.5% |
0-057 |
0.1% |
13% |
False |
True |
528,421 |
| 20 |
126-078 |
125-208 |
0-190 |
0.5% |
0-048 |
0.1% |
13% |
False |
True |
455,975 |
| 40 |
126-078 |
125-108 |
0-290 |
0.7% |
0-050 |
0.1% |
43% |
False |
False |
469,141 |
| 60 |
126-078 |
124-180 |
1-218 |
1.3% |
0-061 |
0.2% |
69% |
False |
False |
592,396 |
| 80 |
126-078 |
124-180 |
1-218 |
1.3% |
0-064 |
0.2% |
69% |
False |
False |
453,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-229 |
|
2.618 |
126-123 |
|
1.618 |
126-058 |
|
1.000 |
126-018 |
|
0.618 |
125-313 |
|
HIGH |
125-272 |
|
0.618 |
125-248 |
|
0.500 |
125-240 |
|
0.382 |
125-232 |
|
LOW |
125-208 |
|
0.618 |
125-167 |
|
1.000 |
125-142 |
|
1.618 |
125-102 |
|
2.618 |
125-037 |
|
4.250 |
124-251 |
|
|
| Fisher Pivots for day following 12-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-240 |
125-286 |
| PP |
125-238 |
125-268 |
| S1 |
125-235 |
125-250 |
|