ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 21-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
125-252 |
125-270 |
0-018 |
0.0% |
125-238 |
| High |
125-300 |
125-308 |
0-008 |
0.0% |
125-308 |
| Low |
125-252 |
125-262 |
0-010 |
0.0% |
125-238 |
| Close |
125-280 |
125-270 |
-0-010 |
0.0% |
125-270 |
| Range |
0-048 |
0-045 |
-0-002 |
-5.3% |
0-070 |
| ATR |
0-052 |
0-051 |
0-000 |
-0.9% |
0-000 |
| Volume |
627,971 |
750,160 |
122,189 |
19.5% |
3,069,748 |
|
| Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-095 |
126-068 |
125-295 |
|
| R3 |
126-050 |
126-022 |
125-282 |
|
| R2 |
126-005 |
126-005 |
125-278 |
|
| R1 |
125-298 |
125-298 |
125-274 |
125-292 |
| PP |
125-280 |
125-280 |
125-280 |
125-278 |
| S1 |
125-252 |
125-252 |
125-266 |
125-248 |
| S2 |
125-235 |
125-235 |
125-262 |
|
| S3 |
125-190 |
125-208 |
125-258 |
|
| S4 |
125-145 |
125-162 |
125-245 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-162 |
126-126 |
125-308 |
|
| R3 |
126-092 |
126-056 |
125-289 |
|
| R2 |
126-022 |
126-022 |
125-283 |
|
| R1 |
125-306 |
125-306 |
125-276 |
126-004 |
| PP |
125-272 |
125-272 |
125-272 |
125-281 |
| S1 |
125-236 |
125-236 |
125-264 |
125-254 |
| S2 |
125-202 |
125-202 |
125-257 |
|
| S3 |
125-132 |
125-166 |
125-251 |
|
| S4 |
125-062 |
125-096 |
125-232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-308 |
125-238 |
0-070 |
0.2% |
0-040 |
0.1% |
46% |
True |
False |
613,949 |
| 10 |
126-045 |
125-188 |
0-178 |
0.4% |
0-054 |
0.1% |
46% |
False |
False |
605,721 |
| 20 |
126-078 |
125-188 |
0-210 |
0.5% |
0-052 |
0.1% |
39% |
False |
False |
542,557 |
| 40 |
126-078 |
125-162 |
0-235 |
0.6% |
0-050 |
0.1% |
46% |
False |
False |
487,822 |
| 60 |
126-078 |
124-180 |
1-218 |
1.3% |
0-059 |
0.1% |
76% |
False |
False |
547,551 |
| 80 |
126-078 |
124-180 |
1-218 |
1.3% |
0-063 |
0.2% |
76% |
False |
False |
505,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-179 |
|
2.618 |
126-105 |
|
1.618 |
126-060 |
|
1.000 |
126-032 |
|
0.618 |
126-015 |
|
HIGH |
125-308 |
|
0.618 |
125-290 |
|
0.500 |
125-285 |
|
0.382 |
125-280 |
|
LOW |
125-262 |
|
0.618 |
125-235 |
|
1.000 |
125-218 |
|
1.618 |
125-190 |
|
2.618 |
125-145 |
|
4.250 |
125-071 |
|
|
| Fisher Pivots for day following 21-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-285 |
125-278 |
| PP |
125-280 |
125-275 |
| S1 |
125-275 |
125-272 |
|