ECBOT 5 Year T-Note Future December 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 |
125-295 |
125-298 |
0-002 |
0.0% |
125-310 |
| High |
125-310 |
125-315 |
0-005 |
0.0% |
125-315 |
| Low |
125-290 |
125-290 |
0-000 |
0.0% |
125-275 |
| Close |
125-302 |
125-298 |
-0-005 |
0.0% |
125-298 |
| Range |
0-020 |
0-025 |
0-005 |
25.0% |
0-040 |
| ATR |
0-000 |
0-035 |
0-035 |
|
0-000 |
| Volume |
4,472 |
2,214 |
-2,258 |
-50.5% |
11,824 |
|
| Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-056 |
126-042 |
125-311 |
|
| R3 |
126-031 |
126-017 |
125-304 |
|
| R2 |
126-006 |
126-006 |
125-302 |
|
| R1 |
125-312 |
125-312 |
125-300 |
125-310 |
| PP |
125-301 |
125-301 |
125-301 |
125-300 |
| S1 |
125-287 |
125-287 |
125-295 |
125-285 |
| S2 |
125-276 |
125-276 |
125-293 |
|
| S3 |
125-251 |
125-262 |
125-291 |
|
| S4 |
125-226 |
125-237 |
125-284 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-096 |
126-077 |
126-000 |
|
| R3 |
126-056 |
126-037 |
125-308 |
|
| R2 |
126-016 |
126-016 |
125-305 |
|
| R1 |
125-317 |
125-317 |
125-301 |
125-306 |
| PP |
125-296 |
125-296 |
125-296 |
125-291 |
| S1 |
125-277 |
125-277 |
125-294 |
125-266 |
| S2 |
125-256 |
125-256 |
125-290 |
|
| S3 |
125-216 |
125-237 |
125-286 |
|
| S4 |
125-176 |
125-197 |
125-276 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-101 |
|
2.618 |
126-060 |
|
1.618 |
126-035 |
|
1.000 |
126-020 |
|
0.618 |
126-010 |
|
HIGH |
125-315 |
|
0.618 |
125-305 |
|
0.500 |
125-302 |
|
0.382 |
125-300 |
|
LOW |
125-290 |
|
0.618 |
125-275 |
|
1.000 |
125-265 |
|
1.618 |
125-250 |
|
2.618 |
125-225 |
|
4.250 |
125-184 |
|
|
| Fisher Pivots for day following 24-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-302 |
125-302 |
| PP |
125-301 |
125-301 |
| S1 |
125-299 |
125-299 |
|