ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 08-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2020 |
08-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
125-210 |
125-232 |
0-022 |
0.1% |
125-218 |
| High |
125-242 |
125-238 |
-0-005 |
0.0% |
125-272 |
| Low |
125-202 |
125-202 |
0-000 |
0.0% |
125-168 |
| Close |
125-222 |
125-232 |
0-010 |
0.0% |
125-225 |
| Range |
0-040 |
0-035 |
-0-005 |
-12.5% |
0-105 |
| ATR |
0-065 |
0-063 |
-0-002 |
-3.3% |
0-000 |
| Volume |
418,117 |
438,391 |
20,274 |
4.8% |
2,312,367 |
|
| Daily Pivots for day following 08-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-009 |
125-316 |
125-252 |
|
| R3 |
125-294 |
125-281 |
125-242 |
|
| R2 |
125-259 |
125-259 |
125-239 |
|
| R1 |
125-246 |
125-246 |
125-236 |
125-250 |
| PP |
125-224 |
125-224 |
125-224 |
125-226 |
| S1 |
125-211 |
125-211 |
125-229 |
125-215 |
| S2 |
125-189 |
125-189 |
125-226 |
|
| S3 |
125-154 |
125-176 |
125-223 |
|
| S4 |
125-119 |
125-141 |
125-213 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-217 |
126-166 |
125-283 |
|
| R3 |
126-112 |
126-061 |
125-254 |
|
| R2 |
126-007 |
126-007 |
125-244 |
|
| R1 |
125-276 |
125-276 |
125-235 |
125-301 |
| PP |
125-222 |
125-222 |
125-222 |
125-234 |
| S1 |
125-171 |
125-171 |
125-215 |
125-196 |
| S2 |
125-117 |
125-117 |
125-206 |
|
| S3 |
125-012 |
125-066 |
125-196 |
|
| S4 |
124-227 |
124-281 |
125-167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-245 |
125-168 |
0-078 |
0.2% |
0-054 |
0.1% |
84% |
False |
False |
468,452 |
| 10 |
125-272 |
125-122 |
0-150 |
0.4% |
0-053 |
0.1% |
73% |
False |
False |
516,148 |
| 20 |
125-272 |
125-030 |
0-242 |
0.6% |
0-059 |
0.1% |
84% |
False |
False |
561,627 |
| 40 |
125-272 |
124-180 |
1-092 |
1.0% |
0-070 |
0.2% |
90% |
False |
False |
620,681 |
| 60 |
125-272 |
124-180 |
1-092 |
1.0% |
0-074 |
0.2% |
90% |
False |
False |
418,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-066 |
|
2.618 |
126-009 |
|
1.618 |
125-294 |
|
1.000 |
125-272 |
|
0.618 |
125-259 |
|
HIGH |
125-238 |
|
0.618 |
125-224 |
|
0.500 |
125-220 |
|
0.382 |
125-216 |
|
LOW |
125-202 |
|
0.618 |
125-181 |
|
1.000 |
125-168 |
|
1.618 |
125-146 |
|
2.618 |
125-111 |
|
4.250 |
125-054 |
|
|
| Fisher Pivots for day following 08-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-228 |
125-225 |
| PP |
125-224 |
125-218 |
| S1 |
125-220 |
125-211 |
|