ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 04-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
125-308 |
125-310 |
0-002 |
0.0% |
125-282 |
| High |
126-018 |
125-318 |
-0-020 |
0.0% |
126-018 |
| Low |
125-285 |
125-225 |
-0-060 |
-0.1% |
125-225 |
| Close |
126-008 |
125-228 |
-0-100 |
-0.2% |
125-228 |
| Range |
0-052 |
0-092 |
0-040 |
76.2% |
0-112 |
| ATR |
0-053 |
0-056 |
0-004 |
6.8% |
0-000 |
| Volume |
12,574 |
19,373 |
6,799 |
54.1% |
180,158 |
|
| Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-214 |
126-153 |
125-278 |
|
| R3 |
126-122 |
126-061 |
125-253 |
|
| R2 |
126-029 |
126-029 |
125-244 |
|
| R1 |
125-288 |
125-288 |
125-236 |
125-272 |
| PP |
125-257 |
125-257 |
125-257 |
125-249 |
| S1 |
125-196 |
125-196 |
125-219 |
125-180 |
| S2 |
125-164 |
125-164 |
125-211 |
|
| S3 |
125-072 |
125-103 |
125-202 |
|
| S4 |
124-299 |
125-011 |
125-177 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-281 |
126-207 |
125-289 |
|
| R3 |
126-168 |
126-094 |
125-258 |
|
| R2 |
126-056 |
126-056 |
125-248 |
|
| R1 |
125-302 |
125-302 |
125-238 |
125-282 |
| PP |
125-263 |
125-263 |
125-263 |
125-254 |
| S1 |
125-189 |
125-189 |
125-217 |
125-170 |
| S2 |
125-151 |
125-151 |
125-207 |
|
| S3 |
125-038 |
125-077 |
125-197 |
|
| S4 |
124-246 |
124-284 |
125-166 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-018 |
125-225 |
0-112 |
0.3% |
0-050 |
0.1% |
2% |
False |
True |
36,031 |
| 10 |
126-018 |
125-180 |
0-158 |
0.4% |
0-059 |
0.1% |
30% |
False |
False |
859,601 |
| 20 |
126-045 |
125-180 |
0-185 |
0.5% |
0-056 |
0.1% |
26% |
False |
False |
732,661 |
| 40 |
126-078 |
125-180 |
0-218 |
0.5% |
0-050 |
0.1% |
22% |
False |
False |
576,979 |
| 60 |
126-078 |
125-098 |
0-300 |
0.7% |
0-052 |
0.1% |
43% |
False |
False |
559,169 |
| 80 |
126-078 |
124-180 |
1-218 |
1.3% |
0-060 |
0.1% |
68% |
False |
False |
608,583 |
| 100 |
126-078 |
124-180 |
1-218 |
1.3% |
0-063 |
0.2% |
68% |
False |
False |
490,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-071 |
|
2.618 |
126-240 |
|
1.618 |
126-147 |
|
1.000 |
126-090 |
|
0.618 |
126-055 |
|
HIGH |
125-318 |
|
0.618 |
125-282 |
|
0.500 |
125-271 |
|
0.382 |
125-260 |
|
LOW |
125-225 |
|
0.618 |
125-168 |
|
1.000 |
125-132 |
|
1.618 |
125-075 |
|
2.618 |
124-303 |
|
4.250 |
124-152 |
|
|
| Fisher Pivots for day following 04-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-271 |
125-281 |
| PP |
125-257 |
125-263 |
| S1 |
125-242 |
125-245 |
|