ECBOT 5 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 08-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
126-028 |
125-275 |
-0-072 |
-0.2% |
126-000 |
High |
126-042 |
126-010 |
-0-032 |
-0.1% |
126-065 |
Low |
125-255 |
125-275 |
0-020 |
0.0% |
125-255 |
Close |
125-260 |
125-312 |
0-052 |
0.1% |
125-260 |
Range |
0-108 |
0-055 |
-0-052 |
-48.8% |
0-130 |
ATR |
0-057 |
0-058 |
0-001 |
1.6% |
0-000 |
Volume |
752,247 |
674,419 |
-77,828 |
-10.3% |
3,491,211 |
|
Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-151 |
126-127 |
126-023 |
|
R3 |
126-096 |
126-072 |
126-008 |
|
R2 |
126-041 |
126-041 |
126-003 |
|
R1 |
126-017 |
126-017 |
125-318 |
126-029 |
PP |
125-306 |
125-306 |
125-306 |
125-312 |
S1 |
125-282 |
125-282 |
125-307 |
125-294 |
S2 |
125-251 |
125-251 |
125-302 |
|
S3 |
125-196 |
125-227 |
125-297 |
|
S4 |
125-141 |
125-172 |
125-282 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-050 |
126-285 |
126-012 |
|
R3 |
126-240 |
126-155 |
125-296 |
|
R2 |
126-110 |
126-110 |
125-284 |
|
R1 |
126-025 |
126-025 |
125-272 |
126-002 |
PP |
125-300 |
125-300 |
125-300 |
125-289 |
S1 |
125-215 |
125-215 |
125-248 |
125-192 |
S2 |
125-170 |
125-170 |
125-236 |
|
S3 |
125-040 |
125-085 |
125-224 |
|
S4 |
124-230 |
124-275 |
125-188 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-244 |
2.618 |
126-154 |
1.618 |
126-099 |
1.000 |
126-065 |
0.618 |
126-044 |
HIGH |
126-010 |
0.618 |
125-309 |
0.500 |
125-302 |
0.382 |
125-296 |
LOW |
125-275 |
0.618 |
125-241 |
1.000 |
125-220 |
1.618 |
125-186 |
2.618 |
125-131 |
4.250 |
125-041 |
|
|
Fisher Pivots for day following 08-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
125-309 |
126-000 |
PP |
125-306 |
125-318 |
S1 |
125-302 |
125-315 |
|