ECBOT 5 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 24-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
125-312 |
125-318 |
0-005 |
0.0% |
125-275 |
High |
126-028 |
126-010 |
-0-018 |
0.0% |
126-028 |
Low |
125-302 |
125-290 |
-0-012 |
0.0% |
125-275 |
Close |
125-310 |
125-298 |
-0-012 |
0.0% |
125-310 |
Range |
0-045 |
0-040 |
-0-005 |
-11.1% |
0-072 |
ATR |
0-047 |
0-047 |
-0-001 |
-1.1% |
0-000 |
Volume |
236,142 |
810,217 |
574,075 |
243.1% |
466,644 |
|
Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-106 |
126-082 |
126-000 |
|
R3 |
126-066 |
126-042 |
125-308 |
|
R2 |
126-026 |
126-026 |
125-305 |
|
R1 |
126-002 |
126-002 |
125-301 |
125-314 |
PP |
125-306 |
125-306 |
125-306 |
125-302 |
S1 |
125-282 |
125-282 |
125-294 |
125-274 |
S2 |
125-266 |
125-266 |
125-290 |
|
S3 |
125-226 |
125-242 |
125-286 |
|
S4 |
125-186 |
125-202 |
125-276 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-208 |
126-172 |
126-030 |
|
R3 |
126-136 |
126-099 |
126-010 |
|
R2 |
126-063 |
126-063 |
126-003 |
|
R1 |
126-027 |
126-027 |
125-317 |
126-045 |
PP |
125-311 |
125-311 |
125-311 |
126-000 |
S1 |
125-274 |
125-274 |
125-303 |
125-292 |
S2 |
125-238 |
125-238 |
125-297 |
|
S3 |
125-166 |
125-202 |
125-290 |
|
S4 |
125-093 |
125-129 |
125-270 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-180 |
2.618 |
126-115 |
1.618 |
126-075 |
1.000 |
126-050 |
0.618 |
126-035 |
HIGH |
126-010 |
0.618 |
125-315 |
0.500 |
125-310 |
0.382 |
125-305 |
LOW |
125-290 |
0.618 |
125-265 |
1.000 |
125-250 |
1.618 |
125-225 |
2.618 |
125-185 |
4.250 |
125-120 |
|
|
Fisher Pivots for day following 24-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
125-310 |
125-319 |
PP |
125-306 |
125-312 |
S1 |
125-302 |
125-305 |
|