ECBOT 5 Year T-Note Future September 2020
Trading Metrics calculated at close of trading on 11-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2020 |
11-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
125-270 |
125-278 |
0-008 |
0.0% |
125-240 |
High |
125-292 |
125-312 |
0-020 |
0.0% |
125-312 |
Low |
125-252 |
125-272 |
0-020 |
0.0% |
125-238 |
Close |
125-288 |
125-308 |
0-020 |
0.0% |
125-308 |
Range |
0-040 |
0-040 |
0-000 |
0.0% |
0-075 |
ATR |
0-054 |
0-053 |
-0-001 |
-1.9% |
0-000 |
Volume |
1,748 |
2,135 |
387 |
22.1% |
14,127 |
|
Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-098 |
126-082 |
126-010 |
|
R3 |
126-058 |
126-042 |
125-318 |
|
R2 |
126-018 |
126-018 |
125-315 |
|
R1 |
126-002 |
126-002 |
125-311 |
126-010 |
PP |
125-298 |
125-298 |
125-298 |
125-301 |
S1 |
125-282 |
125-282 |
125-304 |
125-290 |
S2 |
125-258 |
125-258 |
125-300 |
|
S3 |
125-218 |
125-242 |
125-296 |
|
S4 |
125-178 |
125-202 |
125-286 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-191 |
126-164 |
126-029 |
|
R3 |
126-116 |
126-089 |
126-008 |
|
R2 |
126-041 |
126-041 |
126-001 |
|
R1 |
126-014 |
126-014 |
125-314 |
126-028 |
PP |
125-286 |
125-286 |
125-286 |
125-292 |
S1 |
125-259 |
125-259 |
125-301 |
125-272 |
S2 |
125-211 |
125-211 |
125-294 |
|
S3 |
125-136 |
125-184 |
125-287 |
|
S4 |
125-061 |
125-109 |
125-266 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-318 |
125-225 |
0-092 |
0.2% |
0-053 |
0.1% |
89% |
False |
False |
6,700 |
10 |
126-018 |
125-180 |
0-158 |
0.4% |
0-053 |
0.1% |
81% |
False |
False |
85,384 |
20 |
126-018 |
125-180 |
0-158 |
0.4% |
0-051 |
0.1% |
81% |
False |
False |
610,837 |
40 |
126-078 |
125-180 |
0-218 |
0.5% |
0-050 |
0.1% |
59% |
False |
False |
540,586 |
60 |
126-078 |
125-108 |
0-290 |
0.7% |
0-051 |
0.1% |
69% |
False |
False |
516,994 |
80 |
126-078 |
124-180 |
1-218 |
1.3% |
0-058 |
0.1% |
83% |
False |
False |
602,896 |
100 |
126-078 |
124-180 |
1-218 |
1.3% |
0-062 |
0.2% |
83% |
False |
False |
491,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-162 |
2.618 |
126-097 |
1.618 |
126-057 |
1.000 |
126-032 |
0.618 |
126-017 |
HIGH |
125-312 |
0.618 |
125-297 |
0.500 |
125-292 |
0.382 |
125-288 |
LOW |
125-272 |
0.618 |
125-248 |
1.000 |
125-232 |
1.618 |
125-208 |
2.618 |
125-168 |
4.250 |
125-102 |
|
|
Fisher Pivots for day following 11-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
125-302 |
125-299 |
PP |
125-298 |
125-291 |
S1 |
125-292 |
125-282 |
|