ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 19-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
125-248 |
125-270 |
0-022 |
0.1% |
126-008 |
| High |
125-278 |
125-285 |
0-008 |
0.0% |
126-045 |
| Low |
125-240 |
125-248 |
0-008 |
0.0% |
125-188 |
| Close |
125-262 |
125-268 |
0-005 |
0.0% |
125-235 |
| Range |
0-038 |
0-038 |
0-000 |
0.0% |
0-178 |
| ATR |
0-053 |
0-052 |
-0-001 |
-2.1% |
0-000 |
| Volume |
484,743 |
654,932 |
170,189 |
35.1% |
2,987,465 |
|
| Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-059 |
126-041 |
125-288 |
|
| R3 |
126-022 |
126-003 |
125-278 |
|
| R2 |
125-304 |
125-304 |
125-274 |
|
| R1 |
125-286 |
125-286 |
125-271 |
125-276 |
| PP |
125-267 |
125-267 |
125-267 |
125-262 |
| S1 |
125-248 |
125-248 |
125-264 |
125-239 |
| S2 |
125-229 |
125-229 |
125-261 |
|
| S3 |
125-192 |
125-211 |
125-257 |
|
| S4 |
125-154 |
125-173 |
125-247 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-155 |
127-052 |
126-013 |
|
| R3 |
126-298 |
126-195 |
125-284 |
|
| R2 |
126-120 |
126-120 |
125-268 |
|
| R1 |
126-018 |
126-018 |
125-251 |
125-300 |
| PP |
125-262 |
125-262 |
125-262 |
125-244 |
| S1 |
125-160 |
125-160 |
125-219 |
125-122 |
| S2 |
125-085 |
125-085 |
125-202 |
|
| S3 |
124-228 |
124-302 |
125-186 |
|
| S4 |
124-050 |
124-125 |
125-137 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-285 |
125-188 |
0-098 |
0.2% |
0-046 |
0.1% |
82% |
True |
False |
567,229 |
| 10 |
126-072 |
125-188 |
0-205 |
0.5% |
0-056 |
0.1% |
39% |
False |
False |
551,620 |
| 20 |
126-078 |
125-188 |
0-210 |
0.5% |
0-051 |
0.1% |
38% |
False |
False |
511,086 |
| 40 |
126-078 |
125-122 |
0-275 |
0.7% |
0-050 |
0.1% |
53% |
False |
False |
480,559 |
| 60 |
126-078 |
124-180 |
1-218 |
1.3% |
0-060 |
0.1% |
76% |
False |
False |
566,704 |
| 80 |
126-078 |
124-180 |
1-218 |
1.3% |
0-063 |
0.2% |
76% |
False |
False |
488,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-124 |
|
2.618 |
126-063 |
|
1.618 |
126-026 |
|
1.000 |
126-002 |
|
0.618 |
125-308 |
|
HIGH |
125-285 |
|
0.618 |
125-271 |
|
0.500 |
125-266 |
|
0.382 |
125-262 |
|
LOW |
125-248 |
|
0.618 |
125-224 |
|
1.000 |
125-210 |
|
1.618 |
125-187 |
|
2.618 |
125-149 |
|
4.250 |
125-088 |
|
|
| Fisher Pivots for day following 19-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-267 |
125-265 |
| PP |
125-267 |
125-263 |
| S1 |
125-266 |
125-261 |
|