ECBOT 5 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 25-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
125-318 |
125-298 |
-0-020 |
0.0% |
125-275 |
High |
126-010 |
125-298 |
-0-032 |
-0.1% |
126-028 |
Low |
125-290 |
125-235 |
-0-055 |
-0.1% |
125-275 |
Close |
125-298 |
125-282 |
-0-015 |
0.0% |
125-310 |
Range |
0-040 |
0-062 |
0-022 |
56.3% |
0-072 |
ATR |
0-047 |
0-048 |
0-001 |
2.4% |
0-000 |
Volume |
810,217 |
1,812,991 |
1,002,774 |
123.8% |
466,644 |
|
Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-139 |
126-113 |
125-317 |
|
R3 |
126-077 |
126-051 |
125-300 |
|
R2 |
126-014 |
126-014 |
125-294 |
|
R1 |
125-308 |
125-308 |
125-288 |
125-290 |
PP |
125-272 |
125-272 |
125-272 |
125-262 |
S1 |
125-246 |
125-246 |
125-277 |
125-228 |
S2 |
125-209 |
125-209 |
125-271 |
|
S3 |
125-147 |
125-183 |
125-265 |
|
S4 |
125-084 |
125-121 |
125-248 |
|
|
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 |
126-243 |
2.618 |
126-141 |
1.618 |
126-079 |
1.000 |
126-040 |
0.618 |
126-016 |
HIGH |
125-298 |
0.618 |
125-274 |
0.500 |
125-266 |
0.382 |
125-259 |
LOW |
125-235 |
0.618 |
125-196 |
1.000 |
125-172 |
1.618 |
125-134 |
2.618 |
125-071 |
4.250 |
124-289 |
|
|
Fisher Pivots for day following 25-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
125-277 |
125-291 |
PP |
125-272 |
125-288 |
S1 |
125-266 |
125-285 |
|