ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 22-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2020 |
22-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
125-300 |
125-300 |
0-000 |
0.0% |
125-308 |
| High |
125-308 |
125-305 |
-0-002 |
0.0% |
125-315 |
| Low |
125-272 |
125-282 |
0-010 |
0.0% |
125-260 |
| Close |
125-285 |
125-302 |
0-018 |
0.0% |
125-278 |
| Range |
0-035 |
0-022 |
-0-012 |
-35.7% |
0-055 |
| ATR |
0-046 |
0-044 |
-0-002 |
-3.6% |
0-000 |
| Volume |
1,393 |
5,950 |
4,557 |
327.1% |
15,548 |
|
| Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-044 |
126-036 |
125-315 |
|
| R3 |
126-022 |
126-013 |
125-309 |
|
| R2 |
125-319 |
125-319 |
125-307 |
|
| R1 |
125-311 |
125-311 |
125-305 |
125-315 |
| PP |
125-297 |
125-297 |
125-297 |
125-299 |
| S1 |
125-288 |
125-288 |
125-300 |
125-292 |
| S2 |
125-274 |
125-274 |
125-298 |
|
| S3 |
125-252 |
125-266 |
125-296 |
|
| S4 |
125-229 |
125-243 |
125-290 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-129 |
126-098 |
125-308 |
|
| R3 |
126-074 |
126-043 |
125-293 |
|
| R2 |
126-019 |
126-019 |
125-288 |
|
| R1 |
125-308 |
125-308 |
125-283 |
125-296 |
| PP |
125-284 |
125-284 |
125-284 |
125-278 |
| S1 |
125-253 |
125-253 |
125-272 |
125-241 |
| S2 |
125-229 |
125-229 |
125-267 |
|
| S3 |
125-174 |
125-198 |
125-262 |
|
| S4 |
125-119 |
125-143 |
125-247 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-315 |
125-260 |
0-055 |
0.1% |
0-034 |
0.1% |
77% |
False |
False |
3,714 |
| 10 |
125-315 |
125-252 |
0-062 |
0.2% |
0-033 |
0.1% |
80% |
False |
False |
2,977 |
| 20 |
126-018 |
125-180 |
0-158 |
0.4% |
0-046 |
0.1% |
78% |
False |
False |
368,462 |
| 40 |
126-078 |
125-180 |
0-218 |
0.5% |
0-049 |
0.1% |
56% |
False |
False |
475,892 |
| 60 |
126-078 |
125-168 |
0-230 |
0.6% |
0-048 |
0.1% |
59% |
False |
False |
460,776 |
| 80 |
126-078 |
124-180 |
1-218 |
1.3% |
0-055 |
0.1% |
82% |
False |
False |
506,717 |
| 100 |
126-078 |
124-180 |
1-218 |
1.3% |
0-059 |
0.1% |
82% |
False |
False |
490,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-081 |
|
2.618 |
126-044 |
|
1.618 |
126-021 |
|
1.000 |
126-008 |
|
0.618 |
125-319 |
|
HIGH |
125-305 |
|
0.618 |
125-296 |
|
0.500 |
125-294 |
|
0.382 |
125-291 |
|
LOW |
125-282 |
|
0.618 |
125-269 |
|
1.000 |
125-260 |
|
1.618 |
125-246 |
|
2.618 |
125-224 |
|
4.250 |
125-187 |
|
|
| Fisher Pivots for day following 22-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-300 |
125-298 |
| PP |
125-297 |
125-292 |
| S1 |
125-294 |
125-288 |
|