ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 11-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
126-052 |
126-035 |
-0-018 |
0.0% |
126-090 |
| High |
126-088 |
126-052 |
-0-035 |
-0.1% |
126-125 |
| Low |
126-042 |
125-265 |
-0-098 |
-0.2% |
126-050 |
| Close |
126-048 |
125-265 |
-0-102 |
-0.3% |
126-052 |
| Range |
0-045 |
0-108 |
0-062 |
138.9% |
0-075 |
| ATR |
0-043 |
0-047 |
0-005 |
10.8% |
0-000 |
| Volume |
15,902 |
23,207 |
7,305 |
45.9% |
12,311 |
|
| Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-303 |
126-232 |
126-004 |
|
| R3 |
126-196 |
126-124 |
125-295 |
|
| R2 |
126-088 |
126-088 |
125-285 |
|
| R1 |
126-017 |
126-017 |
125-275 |
125-319 |
| PP |
125-301 |
125-301 |
125-301 |
125-292 |
| S1 |
125-229 |
125-229 |
125-255 |
125-211 |
| S2 |
125-193 |
125-193 |
125-245 |
|
| S3 |
125-086 |
125-122 |
125-235 |
|
| S4 |
124-298 |
125-014 |
125-206 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-301 |
126-252 |
126-094 |
|
| R3 |
126-226 |
126-177 |
126-073 |
|
| R2 |
126-151 |
126-151 |
126-066 |
|
| R1 |
126-102 |
126-102 |
126-059 |
126-089 |
| PP |
126-076 |
126-076 |
126-076 |
126-069 |
| S1 |
126-027 |
126-027 |
126-046 |
126-014 |
| S2 |
126-001 |
126-001 |
126-039 |
|
| S3 |
125-246 |
125-272 |
126-032 |
|
| S4 |
125-171 |
125-197 |
126-011 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-189 |
|
2.618 |
127-014 |
|
1.618 |
126-226 |
|
1.000 |
126-160 |
|
0.618 |
126-119 |
|
HIGH |
126-052 |
|
0.618 |
126-011 |
|
0.500 |
125-319 |
|
0.382 |
125-306 |
|
LOW |
125-265 |
|
0.618 |
125-199 |
|
1.000 |
125-158 |
|
1.618 |
125-091 |
|
2.618 |
124-304 |
|
4.250 |
124-128 |
|
|
| Fisher Pivots for day following 11-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-319 |
126-022 |
| PP |
125-301 |
125-317 |
| S1 |
125-283 |
125-291 |
|