ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 13-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
125-288 |
125-265 |
-0-022 |
-0.1% |
126-090 |
| High |
125-308 |
125-295 |
-0-012 |
0.0% |
126-125 |
| Low |
125-245 |
125-222 |
-0-022 |
-0.1% |
126-050 |
| Close |
125-270 |
125-230 |
-0-040 |
-0.1% |
126-052 |
| Range |
0-062 |
0-072 |
0-010 |
16.0% |
0-075 |
| ATR |
0-048 |
0-050 |
0-002 |
3.6% |
0-000 |
| Volume |
25,593 |
17,621 |
-7,972 |
-31.1% |
12,311 |
|
| Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-147 |
126-101 |
125-270 |
|
| R3 |
126-074 |
126-028 |
125-250 |
|
| R2 |
126-002 |
126-002 |
125-243 |
|
| R1 |
125-276 |
125-276 |
125-237 |
125-262 |
| PP |
125-249 |
125-249 |
125-249 |
125-242 |
| S1 |
125-203 |
125-203 |
125-223 |
125-190 |
| S2 |
125-177 |
125-177 |
125-217 |
|
| S3 |
125-104 |
125-131 |
125-210 |
|
| S4 |
125-032 |
125-058 |
125-190 |
|
|
| 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 |
126-283 |
|
2.618 |
126-165 |
|
1.618 |
126-092 |
|
1.000 |
126-048 |
|
0.618 |
126-020 |
|
HIGH |
125-295 |
|
0.618 |
125-267 |
|
0.500 |
125-259 |
|
0.382 |
125-250 |
|
LOW |
125-222 |
|
0.618 |
125-178 |
|
1.000 |
125-150 |
|
1.618 |
125-105 |
|
2.618 |
125-033 |
|
4.250 |
124-234 |
|
|
| Fisher Pivots for day following 13-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-259 |
125-298 |
| PP |
125-249 |
125-275 |
| S1 |
125-240 |
125-252 |
|