ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 01-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
125-282 |
125-288 |
0-005 |
0.0% |
125-272 |
| High |
125-298 |
125-305 |
0-008 |
0.0% |
125-288 |
| Low |
125-258 |
125-265 |
0-008 |
0.0% |
125-180 |
| Close |
125-292 |
125-302 |
0-010 |
0.0% |
125-275 |
| Range |
0-040 |
0-040 |
0-000 |
0.0% |
0-108 |
| ATR |
0-056 |
0-055 |
-0-001 |
-2.0% |
0-000 |
| Volume |
103,682 |
35,365 |
-68,317 |
-65.9% |
8,415,861 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-091 |
126-077 |
126-004 |
|
| R3 |
126-051 |
126-037 |
125-314 |
|
| R2 |
126-011 |
126-011 |
125-310 |
|
| R1 |
125-317 |
125-317 |
125-306 |
126-004 |
| PP |
125-291 |
125-291 |
125-291 |
125-294 |
| S1 |
125-277 |
125-277 |
125-299 |
125-284 |
| S2 |
125-251 |
125-251 |
125-295 |
|
| S3 |
125-211 |
125-237 |
125-292 |
|
| S4 |
125-171 |
125-197 |
125-280 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-250 |
126-210 |
126-014 |
|
| R3 |
126-142 |
126-102 |
125-305 |
|
| R2 |
126-035 |
126-035 |
125-295 |
|
| R1 |
125-315 |
125-315 |
125-285 |
126-015 |
| PP |
125-248 |
125-248 |
125-248 |
125-258 |
| S1 |
125-208 |
125-208 |
125-265 |
125-228 |
| S2 |
125-140 |
125-140 |
125-255 |
|
| S3 |
125-032 |
125-100 |
125-245 |
|
| S4 |
124-245 |
124-312 |
125-216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-305 |
125-180 |
0-125 |
0.3% |
0-064 |
0.2% |
98% |
True |
False |
972,210 |
| 10 |
125-308 |
125-180 |
0-128 |
0.3% |
0-055 |
0.1% |
96% |
False |
False |
1,058,797 |
| 20 |
126-078 |
125-180 |
0-218 |
0.5% |
0-056 |
0.1% |
56% |
False |
False |
797,694 |
| 40 |
126-078 |
125-180 |
0-218 |
0.5% |
0-050 |
0.1% |
56% |
False |
False |
610,808 |
| 60 |
126-078 |
124-278 |
1-120 |
1.1% |
0-054 |
0.1% |
78% |
False |
False |
598,334 |
| 80 |
126-078 |
124-180 |
1-218 |
1.3% |
0-061 |
0.2% |
82% |
False |
False |
611,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-155 |
|
2.618 |
126-090 |
|
1.618 |
126-050 |
|
1.000 |
126-025 |
|
0.618 |
126-010 |
|
HIGH |
125-305 |
|
0.618 |
125-290 |
|
0.500 |
125-285 |
|
0.382 |
125-280 |
|
LOW |
125-265 |
|
0.618 |
125-240 |
|
1.000 |
125-225 |
|
1.618 |
125-200 |
|
2.618 |
125-160 |
|
4.250 |
125-095 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-297 |
125-282 |
| PP |
125-291 |
125-262 |
| S1 |
125-285 |
125-242 |
|