ECBOT 5 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 10-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2020 |
10-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
126-002 |
125-300 |
-0-022 |
-0.1% |
126-000 |
High |
126-018 |
126-010 |
-0-008 |
0.0% |
126-065 |
Low |
125-290 |
125-285 |
-0-005 |
0.0% |
125-255 |
Close |
125-305 |
126-005 |
0-020 |
0.0% |
125-260 |
Range |
0-048 |
0-045 |
-0-002 |
-5.3% |
0-130 |
ATR |
0-057 |
0-056 |
-0-001 |
-1.5% |
0-000 |
Volume |
663,559 |
615,910 |
-47,649 |
-7.2% |
3,491,211 |
|
Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-128 |
126-112 |
126-030 |
|
R3 |
126-083 |
126-067 |
126-017 |
|
R2 |
126-038 |
126-038 |
126-013 |
|
R1 |
126-022 |
126-022 |
126-009 |
126-030 |
PP |
125-313 |
125-313 |
125-313 |
125-318 |
S1 |
125-297 |
125-297 |
126-001 |
125-305 |
S2 |
125-268 |
125-268 |
125-317 |
|
S3 |
125-223 |
125-252 |
125-313 |
|
S4 |
125-178 |
125-207 |
125-300 |
|
|
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 |
126-201 |
2.618 |
126-128 |
1.618 |
126-083 |
1.000 |
126-055 |
0.618 |
126-038 |
HIGH |
126-010 |
0.618 |
125-313 |
0.500 |
125-308 |
0.382 |
125-302 |
LOW |
125-285 |
0.618 |
125-257 |
1.000 |
125-240 |
1.618 |
125-212 |
2.618 |
125-167 |
4.250 |
125-094 |
|
|
Fisher Pivots for day following 10-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
125-319 |
125-319 |
PP |
125-313 |
125-312 |
S1 |
125-308 |
125-306 |
|