ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 27-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
125-235 |
125-240 |
0-005 |
0.0% |
125-238 |
| High |
125-245 |
125-288 |
0-042 |
0.1% |
125-308 |
| Low |
125-198 |
125-202 |
0-005 |
0.0% |
125-238 |
| Close |
125-240 |
125-215 |
-0-025 |
-0.1% |
125-270 |
| Range |
0-048 |
0-085 |
0-038 |
78.9% |
0-070 |
| ATR |
0-051 |
0-053 |
0-002 |
4.9% |
0-000 |
| Volume |
2,485,285 |
1,577,154 |
-908,131 |
-36.5% |
3,069,748 |
|
| Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-170 |
126-118 |
125-262 |
|
| R3 |
126-085 |
126-032 |
125-238 |
|
| R2 |
126-000 |
126-000 |
125-231 |
|
| R1 |
125-268 |
125-268 |
125-223 |
125-251 |
| PP |
125-235 |
125-235 |
125-235 |
125-227 |
| S1 |
125-182 |
125-182 |
125-207 |
125-166 |
| S2 |
125-150 |
125-150 |
125-199 |
|
| S3 |
125-065 |
125-098 |
125-192 |
|
| S4 |
124-300 |
125-012 |
125-168 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-162 |
126-126 |
125-308 |
|
| R3 |
126-092 |
126-056 |
125-289 |
|
| R2 |
126-022 |
126-022 |
125-283 |
|
| R1 |
125-306 |
125-306 |
125-276 |
126-004 |
| PP |
125-272 |
125-272 |
125-272 |
125-281 |
| S1 |
125-236 |
125-236 |
125-264 |
125-254 |
| S2 |
125-202 |
125-202 |
125-257 |
|
| S3 |
125-132 |
125-166 |
125-251 |
|
| S4 |
125-062 |
125-096 |
125-232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-308 |
125-198 |
0-110 |
0.3% |
0-055 |
0.1% |
16% |
False |
False |
1,701,291 |
| 10 |
125-308 |
125-188 |
0-120 |
0.3% |
0-049 |
0.1% |
23% |
False |
False |
1,136,289 |
| 20 |
126-078 |
125-188 |
0-210 |
0.5% |
0-054 |
0.1% |
13% |
False |
False |
840,051 |
| 40 |
126-078 |
125-168 |
0-230 |
0.6% |
0-050 |
0.1% |
21% |
False |
False |
622,398 |
| 60 |
126-078 |
124-180 |
1-218 |
1.3% |
0-057 |
0.1% |
66% |
False |
False |
628,336 |
| 80 |
126-078 |
124-180 |
1-218 |
1.3% |
0-062 |
0.2% |
66% |
False |
False |
602,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-009 |
|
2.618 |
126-190 |
|
1.618 |
126-105 |
|
1.000 |
126-052 |
|
0.618 |
126-020 |
|
HIGH |
125-288 |
|
0.618 |
125-255 |
|
0.500 |
125-245 |
|
0.382 |
125-235 |
|
LOW |
125-202 |
|
0.618 |
125-150 |
|
1.000 |
125-118 |
|
1.618 |
125-065 |
|
2.618 |
124-300 |
|
4.250 |
124-161 |
|
|
| Fisher Pivots for day following 27-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-245 |
125-242 |
| PP |
125-235 |
125-233 |
| S1 |
125-225 |
125-224 |
|