ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 26-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
125-250 |
125-235 |
-0-015 |
0.0% |
125-238 |
| High |
125-252 |
125-245 |
-0-008 |
0.0% |
125-308 |
| Low |
125-198 |
125-198 |
0-000 |
0.0% |
125-238 |
| Close |
125-240 |
125-240 |
0-000 |
0.0% |
125-270 |
| Range |
0-055 |
0-048 |
-0-008 |
-13.6% |
0-070 |
| ATR |
0-051 |
0-051 |
0-000 |
-0.5% |
0-000 |
| Volume |
2,430,069 |
2,485,285 |
55,216 |
2.3% |
3,069,748 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-050 |
126-032 |
125-266 |
|
| R3 |
126-002 |
125-305 |
125-253 |
|
| R2 |
125-275 |
125-275 |
125-249 |
|
| R1 |
125-258 |
125-258 |
125-244 |
125-266 |
| PP |
125-228 |
125-228 |
125-228 |
125-232 |
| S1 |
125-210 |
125-210 |
125-236 |
125-219 |
| S2 |
125-180 |
125-180 |
125-231 |
|
| S3 |
125-132 |
125-162 |
125-227 |
|
| S4 |
125-085 |
125-115 |
125-214 |
|
|
| 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 |
125-198 |
0-110 |
0.3% |
0-048 |
0.1% |
39% |
False |
True |
1,511,454 |
| 10 |
125-308 |
125-188 |
0-120 |
0.3% |
0-047 |
0.1% |
44% |
False |
False |
1,039,342 |
| 20 |
126-078 |
125-188 |
0-210 |
0.5% |
0-052 |
0.1% |
25% |
False |
False |
783,881 |
| 40 |
126-078 |
125-168 |
0-230 |
0.6% |
0-049 |
0.1% |
32% |
False |
False |
599,011 |
| 60 |
126-078 |
124-180 |
1-218 |
1.3% |
0-058 |
0.1% |
71% |
False |
False |
616,860 |
| 80 |
126-078 |
124-180 |
1-218 |
1.3% |
0-062 |
0.2% |
71% |
False |
False |
582,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-127 |
|
2.618 |
126-049 |
|
1.618 |
126-002 |
|
1.000 |
125-292 |
|
0.618 |
125-274 |
|
HIGH |
125-245 |
|
0.618 |
125-227 |
|
0.500 |
125-221 |
|
0.382 |
125-216 |
|
LOW |
125-198 |
|
0.618 |
125-168 |
|
1.000 |
125-150 |
|
1.618 |
125-121 |
|
2.618 |
125-073 |
|
4.250 |
124-316 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-234 |
125-242 |
| PP |
125-228 |
125-242 |
| S1 |
125-221 |
125-241 |
|