ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 14-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
125-265 |
125-228 |
-0-038 |
-0.1% |
126-052 |
| High |
125-295 |
125-278 |
-0-018 |
0.0% |
126-088 |
| Low |
125-222 |
125-222 |
0-000 |
0.0% |
125-222 |
| Close |
125-230 |
125-268 |
0-038 |
0.1% |
125-268 |
| Range |
0-072 |
0-055 |
-0-018 |
-24.1% |
0-185 |
| ATR |
0-050 |
0-050 |
0-000 |
0.7% |
0-000 |
| Volume |
17,621 |
9,654 |
-7,967 |
-45.2% |
91,977 |
|
| Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-101 |
126-079 |
125-298 |
|
| R3 |
126-046 |
126-024 |
125-283 |
|
| R2 |
125-311 |
125-311 |
125-278 |
|
| R1 |
125-289 |
125-289 |
125-273 |
125-300 |
| PP |
125-256 |
125-256 |
125-256 |
125-261 |
| S1 |
125-234 |
125-234 |
125-262 |
125-245 |
| S2 |
125-201 |
125-201 |
125-257 |
|
| S3 |
125-146 |
125-179 |
125-252 |
|
| S4 |
125-091 |
125-124 |
125-237 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-214 |
127-106 |
126-049 |
|
| R3 |
127-029 |
126-241 |
125-318 |
|
| R2 |
126-164 |
126-164 |
125-301 |
|
| R1 |
126-056 |
126-056 |
125-284 |
126-018 |
| PP |
125-299 |
125-299 |
125-299 |
125-280 |
| S1 |
125-191 |
125-191 |
125-251 |
125-152 |
| S2 |
125-114 |
125-114 |
125-234 |
|
| S3 |
124-249 |
125-006 |
125-217 |
|
| S4 |
124-064 |
124-141 |
125-166 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-191 |
|
2.618 |
126-101 |
|
1.618 |
126-046 |
|
1.000 |
126-012 |
|
0.618 |
125-311 |
|
HIGH |
125-278 |
|
0.618 |
125-256 |
|
0.500 |
125-250 |
|
0.382 |
125-244 |
|
LOW |
125-222 |
|
0.618 |
125-189 |
|
1.000 |
125-168 |
|
1.618 |
125-134 |
|
2.618 |
125-079 |
|
4.250 |
124-309 |
|
|
| Fisher Pivots for day following 14-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-262 |
125-267 |
| PP |
125-256 |
125-266 |
| S1 |
125-250 |
125-265 |
|