ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 10-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2020 |
10-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
125-288 |
125-270 |
-0-018 |
0.0% |
125-282 |
| High |
125-298 |
125-292 |
-0-005 |
0.0% |
126-018 |
| Low |
125-258 |
125-252 |
-0-005 |
0.0% |
125-225 |
| Close |
125-270 |
125-288 |
0-018 |
0.0% |
125-228 |
| Range |
0-040 |
0-040 |
0-000 |
0.0% |
0-112 |
| ATR |
0-055 |
0-054 |
-0-001 |
-2.0% |
0-000 |
| Volume |
3,005 |
1,748 |
-1,257 |
-41.8% |
180,158 |
|
| Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-078 |
126-062 |
125-310 |
|
| R3 |
126-038 |
126-022 |
125-298 |
|
| R2 |
125-318 |
125-318 |
125-295 |
|
| R1 |
125-302 |
125-302 |
125-291 |
125-310 |
| PP |
125-278 |
125-278 |
125-278 |
125-281 |
| S1 |
125-262 |
125-262 |
125-284 |
125-270 |
| S2 |
125-238 |
125-238 |
125-280 |
|
| S3 |
125-198 |
125-222 |
125-276 |
|
| S4 |
125-158 |
125-182 |
125-266 |
|
|
| 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% |
0-056 |
0.1% |
56% |
False |
False |
8,787 |
| 10 |
126-018 |
125-180 |
0-158 |
0.4% |
0-058 |
0.1% |
68% |
False |
False |
242,886 |
| 20 |
126-018 |
125-180 |
0-158 |
0.4% |
0-052 |
0.1% |
68% |
False |
False |
641,114 |
| 40 |
126-078 |
125-180 |
0-218 |
0.5% |
0-050 |
0.1% |
49% |
False |
False |
548,544 |
| 60 |
126-078 |
125-108 |
0-290 |
0.7% |
0-051 |
0.1% |
62% |
False |
False |
526,466 |
| 80 |
126-078 |
124-180 |
1-218 |
1.3% |
0-058 |
0.1% |
80% |
False |
False |
604,576 |
| 100 |
126-078 |
124-180 |
1-218 |
1.3% |
0-062 |
0.2% |
80% |
False |
False |
491,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-142 |
|
2.618 |
126-077 |
|
1.618 |
126-037 |
|
1.000 |
126-012 |
|
0.618 |
125-317 |
|
HIGH |
125-292 |
|
0.618 |
125-277 |
|
0.500 |
125-272 |
|
0.382 |
125-268 |
|
LOW |
125-252 |
|
0.618 |
125-228 |
|
1.000 |
125-212 |
|
1.618 |
125-188 |
|
2.618 |
125-148 |
|
4.250 |
125-082 |
|
|
| Fisher Pivots for day following 10-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-282 |
125-281 |
| PP |
125-278 |
125-274 |
| S1 |
125-272 |
125-268 |
|