ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 10-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2020 |
10-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
126-098 |
126-052 |
-0-045 |
-0.1% |
126-090 |
| High |
126-100 |
126-088 |
-0-012 |
0.0% |
126-125 |
| Low |
126-050 |
126-042 |
-0-008 |
0.0% |
126-050 |
| Close |
126-052 |
126-048 |
-0-005 |
0.0% |
126-052 |
| Range |
0-050 |
0-045 |
-0-005 |
-10.0% |
0-075 |
| ATR |
0-043 |
0-043 |
0-000 |
0.4% |
0-000 |
| Volume |
2,833 |
15,902 |
13,069 |
461.3% |
12,311 |
|
| Daily Pivots for day following 10-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-194 |
126-166 |
126-072 |
|
| R3 |
126-149 |
126-121 |
126-060 |
|
| R2 |
126-104 |
126-104 |
126-056 |
|
| R1 |
126-076 |
126-076 |
126-052 |
126-068 |
| PP |
126-059 |
126-059 |
126-059 |
126-055 |
| S1 |
126-031 |
126-031 |
126-043 |
126-022 |
| S2 |
126-014 |
126-014 |
126-039 |
|
| S3 |
125-289 |
125-306 |
126-035 |
|
| S4 |
125-244 |
125-261 |
126-023 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-301 |
126-252 |
126-094 |
|
| R3 |
126-226 |
126-177 |
126-073 |
|
| R2 |
126-151 |
126-151 |
126-066 |
|
| R1 |
126-102 |
126-102 |
126-059 |
126-089 |
| PP |
126-076 |
126-076 |
126-076 |
126-069 |
| S1 |
126-027 |
126-027 |
126-046 |
126-014 |
| S2 |
126-001 |
126-001 |
126-039 |
|
| S3 |
125-246 |
125-272 |
126-032 |
|
| S4 |
125-171 |
125-197 |
126-011 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-279 |
|
2.618 |
126-205 |
|
1.618 |
126-160 |
|
1.000 |
126-132 |
|
0.618 |
126-115 |
|
HIGH |
126-088 |
|
0.618 |
126-070 |
|
0.500 |
126-065 |
|
0.382 |
126-060 |
|
LOW |
126-042 |
|
0.618 |
126-015 |
|
1.000 |
125-318 |
|
1.618 |
125-290 |
|
2.618 |
125-245 |
|
4.250 |
125-171 |
|
|
| Fisher Pivots for day following 10-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
126-065 |
126-080 |
| PP |
126-059 |
126-069 |
| S1 |
126-053 |
126-058 |
|