ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 17-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
125-190 |
125-238 |
0-048 |
0.1% |
126-008 |
| High |
125-245 |
125-270 |
0-025 |
0.1% |
126-045 |
| Low |
125-188 |
125-238 |
0-050 |
0.1% |
125-188 |
| Close |
125-235 |
125-252 |
0-018 |
0.0% |
125-235 |
| Range |
0-058 |
0-032 |
-0-025 |
-43.5% |
0-178 |
| ATR |
0-056 |
0-054 |
-0-001 |
-2.7% |
0-000 |
| Volume |
536,851 |
551,942 |
15,091 |
2.8% |
2,987,465 |
|
| Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-031 |
126-014 |
125-270 |
|
| R3 |
125-318 |
125-302 |
125-261 |
|
| R2 |
125-286 |
125-286 |
125-258 |
|
| R1 |
125-269 |
125-269 |
125-255 |
125-278 |
| PP |
125-253 |
125-253 |
125-253 |
125-258 |
| S1 |
125-237 |
125-237 |
125-250 |
125-245 |
| S2 |
125-221 |
125-221 |
125-247 |
|
| S3 |
125-188 |
125-204 |
125-244 |
|
| S4 |
125-156 |
125-172 |
125-235 |
|
|
| 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 |
126-010 |
125-188 |
0-142 |
0.4% |
0-064 |
0.2% |
46% |
False |
False |
635,959 |
| 10 |
126-078 |
125-188 |
0-210 |
0.5% |
0-059 |
0.1% |
31% |
False |
False |
532,060 |
| 20 |
126-078 |
125-188 |
0-210 |
0.5% |
0-051 |
0.1% |
31% |
False |
False |
492,549 |
| 40 |
126-078 |
125-122 |
0-275 |
0.7% |
0-050 |
0.1% |
47% |
False |
False |
474,882 |
| 60 |
126-078 |
124-180 |
1-218 |
1.3% |
0-060 |
0.1% |
73% |
False |
False |
598,837 |
| 80 |
126-078 |
124-180 |
1-218 |
1.3% |
0-063 |
0.2% |
73% |
False |
False |
474,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-088 |
|
2.618 |
126-035 |
|
1.618 |
126-003 |
|
1.000 |
125-302 |
|
0.618 |
125-290 |
|
HIGH |
125-270 |
|
0.618 |
125-258 |
|
0.500 |
125-254 |
|
0.382 |
125-250 |
|
LOW |
125-238 |
|
0.618 |
125-217 |
|
1.000 |
125-205 |
|
1.618 |
125-185 |
|
2.618 |
125-152 |
|
4.250 |
125-099 |
|
|
| Fisher Pivots for day following 17-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-254 |
125-245 |
| PP |
125-253 |
125-237 |
| S1 |
125-253 |
125-229 |
|