ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 31-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
126-062 |
126-065 |
0-002 |
0.0% |
125-310 |
| High |
126-062 |
126-098 |
0-035 |
0.1% |
126-098 |
| Low |
126-022 |
126-042 |
0-020 |
0.0% |
125-265 |
| Close |
126-060 |
126-088 |
0-028 |
0.1% |
126-088 |
| Range |
0-040 |
0-055 |
0-015 |
37.5% |
0-152 |
| ATR |
0-038 |
0-039 |
0-001 |
3.2% |
0-000 |
| Volume |
160 |
2,955 |
2,795 |
1,746.9% |
13,026 |
|
| Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-241 |
126-219 |
126-118 |
|
| R3 |
126-186 |
126-164 |
126-103 |
|
| R2 |
126-131 |
126-131 |
126-098 |
|
| R1 |
126-109 |
126-109 |
126-093 |
126-120 |
| PP |
126-076 |
126-076 |
126-076 |
126-081 |
| S1 |
126-054 |
126-054 |
126-082 |
126-065 |
| S2 |
126-021 |
126-021 |
126-077 |
|
| S3 |
125-286 |
125-319 |
126-072 |
|
| S4 |
125-231 |
125-264 |
126-057 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-181 |
127-127 |
126-171 |
|
| R3 |
127-028 |
126-294 |
126-129 |
|
| R2 |
126-196 |
126-196 |
126-115 |
|
| R1 |
126-142 |
126-142 |
126-101 |
126-169 |
| PP |
126-043 |
126-043 |
126-043 |
126-057 |
| S1 |
125-309 |
125-309 |
126-074 |
126-016 |
| S2 |
125-211 |
125-211 |
126-060 |
|
| S3 |
125-058 |
125-157 |
126-046 |
|
| S4 |
124-226 |
125-004 |
126-004 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-011 |
|
2.618 |
126-241 |
|
1.618 |
126-186 |
|
1.000 |
126-152 |
|
0.618 |
126-131 |
|
HIGH |
126-098 |
|
0.618 |
126-076 |
|
0.500 |
126-070 |
|
0.382 |
126-064 |
|
LOW |
126-042 |
|
0.618 |
126-009 |
|
1.000 |
125-308 |
|
1.618 |
125-274 |
|
2.618 |
125-219 |
|
4.250 |
125-129 |
|
|
| Fisher Pivots for day following 31-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
126-082 |
126-072 |
| PP |
126-076 |
126-058 |
| S1 |
126-070 |
126-042 |
|