ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 14-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
125-218 |
125-190 |
-0-028 |
-0.1% |
126-008 |
| High |
125-258 |
125-245 |
-0-012 |
0.0% |
126-045 |
| Low |
125-190 |
125-188 |
-0-002 |
0.0% |
125-188 |
| Close |
125-198 |
125-235 |
0-038 |
0.1% |
125-235 |
| Range |
0-068 |
0-058 |
-0-010 |
-14.8% |
0-178 |
| ATR |
0-056 |
0-056 |
0-000 |
0.3% |
0-000 |
| Volume |
607,681 |
536,851 |
-70,830 |
-11.7% |
2,987,465 |
|
| Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-075 |
126-052 |
125-267 |
|
| R3 |
126-018 |
125-315 |
125-251 |
|
| R2 |
125-280 |
125-280 |
125-246 |
|
| R1 |
125-258 |
125-258 |
125-240 |
125-269 |
| PP |
125-222 |
125-222 |
125-222 |
125-228 |
| S1 |
125-200 |
125-200 |
125-230 |
125-211 |
| S2 |
125-165 |
125-165 |
125-224 |
|
| S3 |
125-108 |
125-142 |
125-219 |
|
| S4 |
125-050 |
125-085 |
125-203 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-155 |
127-052 |
126-013 |
|
| R3 |
126-298 |
126-195 |
125-284 |
|
| R2 |
126-120 |
126-120 |
125-268 |
|
| R1 |
126-018 |
126-018 |
125-251 |
125-300 |
| PP |
125-262 |
125-262 |
125-262 |
125-244 |
| S1 |
125-160 |
125-160 |
125-219 |
125-122 |
| S2 |
125-085 |
125-085 |
125-202 |
|
| S3 |
124-228 |
124-302 |
125-186 |
|
| S4 |
124-050 |
124-125 |
125-137 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-045 |
125-188 |
0-178 |
0.4% |
0-068 |
0.2% |
27% |
False |
True |
597,493 |
| 10 |
126-078 |
125-188 |
0-210 |
0.5% |
0-060 |
0.1% |
23% |
False |
True |
524,300 |
| 20 |
126-078 |
125-188 |
0-210 |
0.5% |
0-051 |
0.1% |
23% |
False |
True |
482,003 |
| 40 |
126-078 |
125-108 |
0-290 |
0.7% |
0-051 |
0.1% |
44% |
False |
False |
471,420 |
| 60 |
126-078 |
124-180 |
1-218 |
1.3% |
0-060 |
0.2% |
70% |
False |
False |
601,875 |
| 80 |
126-078 |
124-180 |
1-218 |
1.3% |
0-064 |
0.2% |
70% |
False |
False |
467,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-169 |
|
2.618 |
126-076 |
|
1.618 |
126-018 |
|
1.000 |
125-302 |
|
0.618 |
125-281 |
|
HIGH |
125-245 |
|
0.618 |
125-223 |
|
0.500 |
125-216 |
|
0.382 |
125-209 |
|
LOW |
125-188 |
|
0.618 |
125-152 |
|
1.000 |
125-130 |
|
1.618 |
125-094 |
|
2.618 |
125-037 |
|
4.250 |
124-263 |
|
|
| Fisher Pivots for day following 14-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-229 |
125-233 |
| PP |
125-222 |
125-232 |
| S1 |
125-216 |
125-230 |
|