ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 22-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
125-280 |
125-315 |
0-035 |
0.1% |
125-265 |
| High |
125-305 |
125-315 |
0-010 |
0.0% |
125-305 |
| Low |
125-280 |
125-290 |
0-010 |
0.0% |
125-245 |
| Close |
125-300 |
125-300 |
0-000 |
0.0% |
125-282 |
| Range |
0-025 |
0-025 |
0-000 |
0.0% |
0-060 |
| ATR |
|
|
|
|
|
| Volume |
987 |
3,291 |
2,304 |
233.4% |
5,510 |
|
| Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-057 |
126-043 |
125-314 |
|
| R3 |
126-032 |
126-018 |
125-307 |
|
| R2 |
126-007 |
126-007 |
125-305 |
|
| R1 |
125-313 |
125-313 |
125-302 |
125-308 |
| PP |
125-302 |
125-302 |
125-302 |
125-299 |
| S1 |
125-288 |
125-288 |
125-298 |
125-282 |
| S2 |
125-277 |
125-277 |
125-295 |
|
| S3 |
125-252 |
125-263 |
125-293 |
|
| S4 |
125-227 |
125-238 |
125-286 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-138 |
126-110 |
125-316 |
|
| R3 |
126-078 |
126-050 |
125-299 |
|
| R2 |
126-018 |
126-018 |
125-294 |
|
| R1 |
125-310 |
125-310 |
125-288 |
126-004 |
| PP |
125-278 |
125-278 |
125-278 |
125-284 |
| S1 |
125-250 |
125-250 |
125-277 |
125-264 |
| S2 |
125-218 |
125-218 |
125-272 |
|
| S3 |
125-158 |
125-190 |
125-266 |
|
| S4 |
125-098 |
125-130 |
125-250 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-101 |
|
2.618 |
126-060 |
|
1.618 |
126-035 |
|
1.000 |
126-020 |
|
0.618 |
126-010 |
|
HIGH |
125-315 |
|
0.618 |
125-305 |
|
0.500 |
125-302 |
|
0.382 |
125-300 |
|
LOW |
125-290 |
|
0.618 |
125-275 |
|
1.000 |
125-265 |
|
1.618 |
125-250 |
|
2.618 |
125-225 |
|
4.250 |
125-184 |
|
|
| Fisher Pivots for day following 22-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-302 |
125-298 |
| PP |
125-302 |
125-297 |
| S1 |
125-301 |
125-295 |
|