ECBOT 5 Year T-Note Future September 2020
Trading Metrics calculated at close of trading on 31-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
125-202 |
125-282 |
0-080 |
0.2% |
125-272 |
High |
125-288 |
125-298 |
0-010 |
0.0% |
125-288 |
Low |
125-180 |
125-258 |
0-078 |
0.2% |
125-180 |
Close |
125-275 |
125-292 |
0-018 |
0.0% |
125-275 |
Range |
0-108 |
0-040 |
-0-068 |
-62.8% |
0-108 |
ATR |
0-057 |
0-056 |
-0-001 |
-2.1% |
0-000 |
Volume |
659,564 |
103,682 |
-555,882 |
-84.3% |
8,415,861 |
|
Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-082 |
126-068 |
125-314 |
|
R3 |
126-042 |
126-028 |
125-304 |
|
R2 |
126-002 |
126-002 |
125-300 |
|
R1 |
125-308 |
125-308 |
125-296 |
125-315 |
PP |
125-282 |
125-282 |
125-282 |
125-286 |
S1 |
125-268 |
125-268 |
125-289 |
125-275 |
S2 |
125-242 |
125-242 |
125-285 |
|
S3 |
125-202 |
125-228 |
125-282 |
|
S4 |
125-162 |
125-188 |
125-270 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-250 |
126-210 |
126-014 |
|
R3 |
126-142 |
126-102 |
125-305 |
|
R2 |
126-035 |
126-035 |
125-295 |
|
R1 |
125-315 |
125-315 |
125-285 |
126-015 |
PP |
125-248 |
125-248 |
125-248 |
125-258 |
S1 |
125-208 |
125-208 |
125-265 |
125-228 |
S2 |
125-140 |
125-140 |
125-255 |
|
S3 |
125-032 |
125-100 |
125-245 |
|
S4 |
124-245 |
124-312 |
125-216 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-298 |
125-180 |
0-118 |
0.3% |
0-067 |
0.2% |
96% |
True |
False |
1,451,150 |
10 |
125-308 |
125-180 |
0-128 |
0.3% |
0-054 |
0.1% |
88% |
False |
False |
1,103,734 |
20 |
126-078 |
125-180 |
0-218 |
0.5% |
0-057 |
0.1% |
52% |
False |
False |
817,897 |
40 |
126-078 |
125-180 |
0-218 |
0.5% |
0-050 |
0.1% |
52% |
False |
False |
620,377 |
60 |
126-078 |
124-228 |
1-170 |
1.2% |
0-055 |
0.1% |
79% |
False |
False |
608,630 |
80 |
126-078 |
124-180 |
1-218 |
1.3% |
0-062 |
0.2% |
80% |
False |
False |
611,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-148 |
2.618 |
126-082 |
1.618 |
126-042 |
1.000 |
126-018 |
0.618 |
126-002 |
HIGH |
125-298 |
0.618 |
125-282 |
0.500 |
125-278 |
0.382 |
125-273 |
LOW |
125-258 |
0.618 |
125-233 |
1.000 |
125-218 |
1.618 |
125-193 |
2.618 |
125-153 |
4.250 |
125-088 |
|
|
Fisher Pivots for day following 31-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
125-288 |
125-275 |
PP |
125-282 |
125-257 |
S1 |
125-278 |
125-239 |
|