ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 06-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2020 |
06-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
126-122 |
126-062 |
-0-060 |
-0.1% |
125-310 |
| High |
126-122 |
126-118 |
-0-005 |
0.0% |
126-098 |
| Low |
126-070 |
126-062 |
-0-008 |
0.0% |
125-265 |
| Close |
126-078 |
126-088 |
0-010 |
0.0% |
126-088 |
| Range |
0-052 |
0-055 |
0-002 |
4.8% |
0-152 |
| ATR |
0-041 |
0-042 |
0-001 |
2.4% |
0-000 |
| Volume |
2,851 |
3,356 |
505 |
17.7% |
13,026 |
|
| Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-254 |
126-226 |
126-118 |
|
| R3 |
126-199 |
126-171 |
126-103 |
|
| R2 |
126-144 |
126-144 |
126-098 |
|
| R1 |
126-116 |
126-116 |
126-093 |
126-130 |
| PP |
126-089 |
126-089 |
126-089 |
126-096 |
| S1 |
126-061 |
126-061 |
126-082 |
126-075 |
| S2 |
126-034 |
126-034 |
126-077 |
|
| S3 |
125-299 |
126-006 |
126-072 |
|
| S4 |
125-244 |
125-271 |
126-057 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-181 |
127-127 |
126-171 |
|
| R3 |
127-028 |
126-294 |
126-129 |
|
| R2 |
126-196 |
126-196 |
126-115 |
|
| R1 |
126-142 |
126-142 |
126-101 |
126-169 |
| PP |
126-043 |
126-043 |
126-043 |
126-057 |
| S1 |
125-309 |
125-309 |
126-074 |
126-016 |
| S2 |
125-211 |
125-211 |
126-060 |
|
| S3 |
125-058 |
125-157 |
126-046 |
|
| S4 |
124-226 |
125-004 |
126-004 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-031 |
|
2.618 |
126-261 |
|
1.618 |
126-206 |
|
1.000 |
126-172 |
|
0.618 |
126-151 |
|
HIGH |
126-118 |
|
0.618 |
126-096 |
|
0.500 |
126-090 |
|
0.382 |
126-084 |
|
LOW |
126-062 |
|
0.618 |
126-029 |
|
1.000 |
126-008 |
|
1.618 |
125-294 |
|
2.618 |
125-239 |
|
4.250 |
125-149 |
|
|
| Fisher Pivots for day following 06-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
126-090 |
126-094 |
| PP |
126-089 |
126-092 |
| S1 |
126-088 |
126-090 |
|