ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 24-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
125-270 |
125-272 |
0-002 |
0.0% |
125-238 |
| High |
125-308 |
125-288 |
-0-020 |
0.0% |
125-308 |
| Low |
125-262 |
125-245 |
-0-018 |
0.0% |
125-238 |
| Close |
125-270 |
125-252 |
-0-018 |
0.0% |
125-270 |
| Range |
0-045 |
0-042 |
-0-002 |
-5.6% |
0-070 |
| ATR |
0-051 |
0-050 |
-0-001 |
-1.2% |
0-000 |
| Volume |
750,160 |
1,263,789 |
513,629 |
68.5% |
3,069,748 |
|
| Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-069 |
126-043 |
125-276 |
|
| R3 |
126-027 |
126-001 |
125-264 |
|
| R2 |
125-304 |
125-304 |
125-260 |
|
| R1 |
125-278 |
125-278 |
125-256 |
125-270 |
| PP |
125-262 |
125-262 |
125-262 |
125-258 |
| S1 |
125-236 |
125-236 |
125-249 |
125-228 |
| S2 |
125-219 |
125-219 |
125-245 |
|
| S3 |
125-177 |
125-193 |
125-241 |
|
| S4 |
125-134 |
125-151 |
125-229 |
|
|
| 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 |
125-240 |
0-068 |
0.2% |
0-042 |
0.1% |
19% |
False |
False |
756,319 |
| 10 |
126-010 |
125-188 |
0-142 |
0.4% |
0-053 |
0.1% |
46% |
False |
False |
696,139 |
| 20 |
126-078 |
125-188 |
0-210 |
0.5% |
0-052 |
0.1% |
31% |
False |
False |
583,323 |
| 40 |
126-078 |
125-168 |
0-230 |
0.6% |
0-049 |
0.1% |
37% |
False |
False |
506,933 |
| 60 |
126-078 |
124-180 |
1-218 |
1.3% |
0-058 |
0.1% |
73% |
False |
False |
552,802 |
| 80 |
126-078 |
124-180 |
1-218 |
1.3% |
0-062 |
0.2% |
73% |
False |
False |
521,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-148 |
|
2.618 |
126-079 |
|
1.618 |
126-036 |
|
1.000 |
126-010 |
|
0.618 |
125-314 |
|
HIGH |
125-288 |
|
0.618 |
125-271 |
|
0.500 |
125-266 |
|
0.382 |
125-261 |
|
LOW |
125-245 |
|
0.618 |
125-219 |
|
1.000 |
125-202 |
|
1.618 |
125-176 |
|
2.618 |
125-134 |
|
4.250 |
125-064 |
|
|
| Fisher Pivots for day following 24-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-266 |
125-276 |
| PP |
125-262 |
125-268 |
| S1 |
125-257 |
125-260 |
|