ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 14-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
125-215 |
125-235 |
0-020 |
0.0% |
125-238 |
| High |
125-240 |
125-265 |
0-025 |
0.1% |
125-285 |
| Low |
125-198 |
125-222 |
0-025 |
0.1% |
125-178 |
| Close |
125-222 |
125-248 |
0-025 |
0.1% |
125-222 |
| Range |
0-042 |
0-042 |
0-000 |
0.0% |
0-108 |
| ATR |
0-062 |
0-060 |
-0-001 |
-2.2% |
0-000 |
| Volume |
364,921 |
427,877 |
62,956 |
17.3% |
2,217,999 |
|
| Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-052 |
126-032 |
125-271 |
|
| R3 |
126-010 |
125-310 |
125-259 |
|
| R2 |
125-288 |
125-288 |
125-255 |
|
| R1 |
125-268 |
125-268 |
125-251 |
125-278 |
| PP |
125-245 |
125-245 |
125-245 |
125-250 |
| S1 |
125-225 |
125-225 |
125-244 |
125-235 |
| S2 |
125-202 |
125-202 |
125-240 |
|
| S3 |
125-160 |
125-182 |
125-236 |
|
| S4 |
125-118 |
125-140 |
125-224 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-231 |
126-174 |
125-282 |
|
| R3 |
126-123 |
126-067 |
125-252 |
|
| R2 |
126-016 |
126-016 |
125-242 |
|
| R1 |
125-279 |
125-279 |
125-232 |
125-254 |
| PP |
125-228 |
125-228 |
125-228 |
125-216 |
| S1 |
125-172 |
125-172 |
125-213 |
125-146 |
| S2 |
125-121 |
125-121 |
125-203 |
|
| S3 |
125-013 |
125-064 |
125-193 |
|
| S4 |
124-226 |
124-277 |
125-163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-285 |
125-198 |
0-088 |
0.2% |
0-050 |
0.1% |
57% |
False |
False |
437,412 |
| 10 |
125-285 |
125-168 |
0-118 |
0.3% |
0-054 |
0.1% |
68% |
False |
False |
482,096 |
| 20 |
125-285 |
125-098 |
0-188 |
0.5% |
0-053 |
0.1% |
80% |
False |
False |
503,566 |
| 40 |
125-285 |
124-180 |
1-105 |
1.1% |
0-069 |
0.2% |
91% |
False |
False |
655,453 |
| 60 |
125-285 |
124-180 |
1-105 |
1.1% |
0-070 |
0.2% |
91% |
False |
False |
446,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-126 |
|
2.618 |
126-056 |
|
1.618 |
126-014 |
|
1.000 |
125-308 |
|
0.618 |
125-291 |
|
HIGH |
125-265 |
|
0.618 |
125-249 |
|
0.500 |
125-244 |
|
0.382 |
125-239 |
|
LOW |
125-222 |
|
0.618 |
125-196 |
|
1.000 |
125-180 |
|
1.618 |
125-154 |
|
2.618 |
125-111 |
|
4.250 |
125-042 |
|
|
| Fisher Pivots for day following 14-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-246 |
125-245 |
| PP |
125-245 |
125-243 |
| S1 |
125-244 |
125-241 |
|