ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 08-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
125-310 |
125-240 |
-0-070 |
-0.2% |
125-282 |
| High |
125-318 |
125-290 |
-0-028 |
-0.1% |
126-018 |
| Low |
125-225 |
125-238 |
0-012 |
0.0% |
125-225 |
| Close |
125-228 |
125-275 |
0-048 |
0.1% |
125-228 |
| Range |
0-092 |
0-052 |
-0-040 |
-43.2% |
0-112 |
| ATR |
0-056 |
0-057 |
0-000 |
0.8% |
0-000 |
| Volume |
19,373 |
7,239 |
-12,134 |
-62.6% |
180,158 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-105 |
126-082 |
125-304 |
|
| R3 |
126-052 |
126-030 |
125-289 |
|
| R2 |
126-000 |
126-000 |
125-285 |
|
| R1 |
125-298 |
125-298 |
125-280 |
125-309 |
| PP |
125-268 |
125-268 |
125-268 |
125-273 |
| S1 |
125-245 |
125-245 |
125-270 |
125-256 |
| S2 |
125-215 |
125-215 |
125-265 |
|
| S3 |
125-162 |
125-192 |
125-261 |
|
| S4 |
125-110 |
125-140 |
125-246 |
|
|
| 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% |
0-053 |
0.1% |
44% |
False |
False |
16,743 |
| 10 |
126-018 |
125-180 |
0-158 |
0.4% |
0-060 |
0.1% |
60% |
False |
False |
733,946 |
| 20 |
126-018 |
125-180 |
0-158 |
0.4% |
0-057 |
0.1% |
60% |
False |
False |
715,043 |
| 40 |
126-078 |
125-180 |
0-218 |
0.5% |
0-051 |
0.1% |
44% |
False |
False |
568,037 |
| 60 |
126-078 |
125-098 |
0-300 |
0.7% |
0-052 |
0.1% |
59% |
False |
False |
549,219 |
| 80 |
126-078 |
124-180 |
1-218 |
1.3% |
0-060 |
0.1% |
77% |
False |
False |
607,754 |
| 100 |
126-078 |
124-180 |
1-218 |
1.3% |
0-063 |
0.2% |
77% |
False |
False |
491,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-193 |
|
2.618 |
126-107 |
|
1.618 |
126-055 |
|
1.000 |
126-022 |
|
0.618 |
126-002 |
|
HIGH |
125-290 |
|
0.618 |
125-270 |
|
0.500 |
125-264 |
|
0.382 |
125-258 |
|
LOW |
125-238 |
|
0.618 |
125-205 |
|
1.000 |
125-185 |
|
1.618 |
125-153 |
|
2.618 |
125-100 |
|
4.250 |
125-014 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-271 |
125-281 |
| PP |
125-268 |
125-279 |
| S1 |
125-264 |
125-277 |
|