ECBOT 5 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 23-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
125-315 |
125-295 |
-0-020 |
0.0% |
125-265 |
High |
125-315 |
125-310 |
-0-005 |
0.0% |
125-305 |
Low |
125-290 |
125-290 |
0-000 |
0.0% |
125-245 |
Close |
125-300 |
125-302 |
0-002 |
0.0% |
125-282 |
Range |
0-025 |
0-020 |
-0-005 |
-20.0% |
0-060 |
ATR |
|
|
|
|
|
Volume |
3,291 |
4,472 |
1,181 |
35.9% |
5,510 |
|
Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-041 |
126-032 |
125-314 |
|
R3 |
126-021 |
126-012 |
125-308 |
|
R2 |
126-001 |
126-001 |
125-306 |
|
R1 |
125-312 |
125-312 |
125-304 |
125-316 |
PP |
125-301 |
125-301 |
125-301 |
125-303 |
S1 |
125-292 |
125-292 |
125-301 |
125-296 |
S2 |
125-281 |
125-281 |
125-299 |
|
S3 |
125-261 |
125-272 |
125-297 |
|
S4 |
125-241 |
125-252 |
125-292 |
|
|
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 |
126-075 |
2.618 |
126-042 |
1.618 |
126-022 |
1.000 |
126-010 |
0.618 |
126-002 |
HIGH |
125-310 |
0.618 |
125-302 |
0.500 |
125-300 |
0.382 |
125-298 |
LOW |
125-290 |
0.618 |
125-278 |
1.000 |
125-270 |
1.618 |
125-258 |
2.618 |
125-238 |
4.250 |
125-205 |
|
|
Fisher Pivots for day following 23-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
125-302 |
125-301 |
PP |
125-301 |
125-299 |
S1 |
125-300 |
125-298 |
|