ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 28-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
125-310 |
125-272 |
-0-038 |
-0.1% |
125-310 |
| High |
125-310 |
126-002 |
0-012 |
0.0% |
125-315 |
| Low |
125-275 |
125-265 |
-0-010 |
0.0% |
125-275 |
| Close |
125-275 |
125-318 |
0-042 |
0.1% |
125-298 |
| Range |
0-035 |
0-058 |
0-022 |
64.3% |
0-040 |
| ATR |
0-035 |
0-037 |
0-002 |
4.5% |
0-000 |
| Volume |
1,563 |
4,418 |
2,855 |
182.7% |
11,824 |
|
| Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-154 |
126-133 |
126-029 |
|
| R3 |
126-097 |
126-076 |
126-013 |
|
| R2 |
126-039 |
126-039 |
126-008 |
|
| R1 |
126-018 |
126-018 |
126-003 |
126-029 |
| PP |
125-302 |
125-302 |
125-302 |
125-307 |
| S1 |
125-281 |
125-281 |
125-312 |
125-291 |
| S2 |
125-244 |
125-244 |
125-307 |
|
| S3 |
125-187 |
125-223 |
125-302 |
|
| S4 |
125-129 |
125-166 |
125-286 |
|
|
| 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 |
126-247 |
|
2.618 |
126-153 |
|
1.618 |
126-096 |
|
1.000 |
126-060 |
|
0.618 |
126-038 |
|
HIGH |
126-002 |
|
0.618 |
125-301 |
|
0.500 |
125-294 |
|
0.382 |
125-287 |
|
LOW |
125-265 |
|
0.618 |
125-229 |
|
1.000 |
125-208 |
|
1.618 |
125-172 |
|
2.618 |
125-114 |
|
4.250 |
125-021 |
|
|
| Fisher Pivots for day following 28-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-310 |
125-310 |
| PP |
125-302 |
125-302 |
| S1 |
125-294 |
125-294 |
|