ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 20-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
125-270 |
125-252 |
-0-018 |
0.0% |
126-008 |
| High |
125-285 |
125-300 |
0-015 |
0.0% |
126-045 |
| Low |
125-248 |
125-252 |
0-005 |
0.0% |
125-188 |
| Close |
125-268 |
125-280 |
0-012 |
0.0% |
125-235 |
| Range |
0-038 |
0-048 |
0-010 |
26.7% |
0-178 |
| ATR |
0-052 |
0-052 |
0-000 |
-0.6% |
0-000 |
| Volume |
654,932 |
627,971 |
-26,961 |
-4.1% |
2,987,465 |
|
| Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-100 |
126-078 |
125-306 |
|
| R3 |
126-052 |
126-030 |
125-293 |
|
| R2 |
126-005 |
126-005 |
125-289 |
|
| R1 |
125-302 |
125-302 |
125-284 |
125-314 |
| PP |
125-278 |
125-278 |
125-278 |
125-283 |
| S1 |
125-255 |
125-255 |
125-276 |
125-266 |
| S2 |
125-230 |
125-230 |
125-271 |
|
| S3 |
125-182 |
125-208 |
125-267 |
|
| S4 |
125-135 |
125-160 |
125-254 |
|
|
| 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 |
125-300 |
125-188 |
0-112 |
0.3% |
0-042 |
0.1% |
82% |
True |
False |
571,287 |
| 10 |
126-055 |
125-188 |
0-188 |
0.5% |
0-054 |
0.1% |
49% |
False |
False |
572,736 |
| 20 |
126-078 |
125-188 |
0-210 |
0.5% |
0-052 |
0.1% |
44% |
False |
False |
524,578 |
| 40 |
126-078 |
125-158 |
0-240 |
0.6% |
0-050 |
0.1% |
51% |
False |
False |
481,679 |
| 60 |
126-078 |
124-180 |
1-218 |
1.3% |
0-059 |
0.1% |
78% |
False |
False |
550,171 |
| 80 |
126-078 |
124-180 |
1-218 |
1.3% |
0-063 |
0.2% |
78% |
False |
False |
496,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-182 |
|
2.618 |
126-104 |
|
1.618 |
126-057 |
|
1.000 |
126-028 |
|
0.618 |
126-009 |
|
HIGH |
125-300 |
|
0.618 |
125-282 |
|
0.500 |
125-276 |
|
0.382 |
125-271 |
|
LOW |
125-252 |
|
0.618 |
125-223 |
|
1.000 |
125-205 |
|
1.618 |
125-176 |
|
2.618 |
125-128 |
|
4.250 |
125-051 |
|
|
| Fisher Pivots for day following 20-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-279 |
125-277 |
| PP |
125-278 |
125-273 |
| S1 |
125-276 |
125-270 |
|