ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 04-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
126-090 |
126-080 |
-0-010 |
0.0% |
125-310 |
| High |
126-100 |
126-125 |
0-025 |
0.1% |
126-098 |
| Low |
126-065 |
126-075 |
0-010 |
0.0% |
125-265 |
| Close |
126-070 |
126-118 |
0-048 |
0.1% |
126-088 |
| Range |
0-035 |
0-050 |
0-015 |
42.9% |
0-152 |
| ATR |
0-039 |
0-040 |
0-001 |
3.0% |
0-000 |
| Volume |
1,071 |
2,200 |
1,129 |
105.4% |
13,026 |
|
| Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-256 |
126-237 |
126-145 |
|
| R3 |
126-206 |
126-187 |
126-131 |
|
| R2 |
126-156 |
126-156 |
126-127 |
|
| R1 |
126-137 |
126-137 |
126-122 |
126-146 |
| PP |
126-106 |
126-106 |
126-106 |
126-111 |
| S1 |
126-087 |
126-087 |
126-113 |
126-096 |
| S2 |
126-056 |
126-056 |
126-108 |
|
| S3 |
126-006 |
126-037 |
126-104 |
|
| S4 |
125-276 |
125-307 |
126-090 |
|
|
| 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 |
127-018 |
|
2.618 |
126-256 |
|
1.618 |
126-206 |
|
1.000 |
126-175 |
|
0.618 |
126-156 |
|
HIGH |
126-125 |
|
0.618 |
126-106 |
|
0.500 |
126-100 |
|
0.382 |
126-094 |
|
LOW |
126-075 |
|
0.618 |
126-044 |
|
1.000 |
126-025 |
|
1.618 |
125-314 |
|
2.618 |
125-264 |
|
4.250 |
125-182 |
|
|
| Fisher Pivots for day following 04-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
126-112 |
126-106 |
| PP |
126-106 |
126-095 |
| S1 |
126-100 |
126-084 |
|