ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 24-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
125-252 |
125-258 |
0-005 |
0.0% |
125-242 |
| High |
125-272 |
125-278 |
0-005 |
0.0% |
125-278 |
| Low |
125-248 |
125-248 |
0-000 |
0.0% |
125-228 |
| Close |
125-262 |
125-258 |
-0-005 |
0.0% |
125-258 |
| Range |
0-025 |
0-030 |
0-005 |
20.0% |
0-050 |
| ATR |
0-051 |
0-049 |
-0-001 |
-2.9% |
0-000 |
| Volume |
358,132 |
390,578 |
32,446 |
9.1% |
1,858,672 |
|
| Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-031 |
126-014 |
125-274 |
|
| R3 |
126-001 |
125-304 |
125-266 |
|
| R2 |
125-291 |
125-291 |
125-263 |
|
| R1 |
125-274 |
125-274 |
125-260 |
125-272 |
| PP |
125-261 |
125-261 |
125-261 |
125-260 |
| S1 |
125-244 |
125-244 |
125-255 |
125-242 |
| S2 |
125-231 |
125-231 |
125-252 |
|
| S3 |
125-201 |
125-214 |
125-249 |
|
| S4 |
125-171 |
125-184 |
125-241 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-084 |
126-061 |
125-285 |
|
| R3 |
126-034 |
126-011 |
125-271 |
|
| R2 |
125-304 |
125-304 |
125-267 |
|
| R1 |
125-281 |
125-281 |
125-262 |
125-292 |
| PP |
125-254 |
125-254 |
125-254 |
125-260 |
| S1 |
125-231 |
125-231 |
125-253 |
125-242 |
| S2 |
125-204 |
125-204 |
125-248 |
|
| S3 |
125-154 |
125-181 |
125-244 |
|
| S4 |
125-104 |
125-131 |
125-230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-278 |
125-228 |
0-050 |
0.1% |
0-034 |
0.1% |
60% |
True |
False |
371,734 |
| 10 |
125-278 |
125-198 |
0-080 |
0.2% |
0-038 |
0.1% |
75% |
True |
False |
363,202 |
| 20 |
125-285 |
125-162 |
0-122 |
0.3% |
0-048 |
0.1% |
78% |
False |
False |
433,087 |
| 40 |
125-285 |
124-180 |
1-105 |
1.1% |
0-062 |
0.2% |
94% |
False |
False |
550,048 |
| 60 |
125-285 |
124-180 |
1-105 |
1.1% |
0-066 |
0.2% |
94% |
False |
False |
493,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-085 |
|
2.618 |
126-036 |
|
1.618 |
126-006 |
|
1.000 |
125-308 |
|
0.618 |
125-296 |
|
HIGH |
125-278 |
|
0.618 |
125-266 |
|
0.500 |
125-262 |
|
0.382 |
125-259 |
|
LOW |
125-248 |
|
0.618 |
125-229 |
|
1.000 |
125-218 |
|
1.618 |
125-199 |
|
2.618 |
125-169 |
|
4.250 |
125-120 |
|
|
| Fisher Pivots for day following 24-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-262 |
125-262 |
| PP |
125-261 |
125-261 |
| S1 |
125-259 |
125-259 |
|