ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
125-275 |
125-282 |
0-008 |
0.0% |
126-052 |
| High |
125-302 |
125-310 |
0-008 |
0.0% |
126-088 |
| Low |
125-275 |
125-278 |
0-002 |
0.0% |
125-222 |
| Close |
125-288 |
125-298 |
0-010 |
0.0% |
125-268 |
| Range |
0-028 |
0-032 |
0-005 |
18.2% |
0-185 |
| ATR |
0-049 |
0-048 |
-0-001 |
-2.4% |
0-000 |
| Volume |
13,896 |
19,677 |
5,781 |
41.6% |
91,977 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-072 |
126-058 |
125-315 |
|
| R3 |
126-040 |
126-025 |
125-306 |
|
| R2 |
126-008 |
126-008 |
125-303 |
|
| R1 |
125-312 |
125-312 |
125-300 |
126-000 |
| PP |
125-295 |
125-295 |
125-295 |
125-299 |
| S1 |
125-280 |
125-280 |
125-295 |
125-288 |
| S2 |
125-262 |
125-262 |
125-292 |
|
| S3 |
125-230 |
125-248 |
125-289 |
|
| S4 |
125-198 |
125-215 |
125-280 |
|
|
| 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 |
126-128 |
|
2.618 |
126-075 |
|
1.618 |
126-043 |
|
1.000 |
126-022 |
|
0.618 |
126-010 |
|
HIGH |
125-310 |
|
0.618 |
125-298 |
|
0.500 |
125-294 |
|
0.382 |
125-290 |
|
LOW |
125-278 |
|
0.618 |
125-257 |
|
1.000 |
125-245 |
|
1.618 |
125-225 |
|
2.618 |
125-192 |
|
4.250 |
125-139 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-296 |
125-287 |
| PP |
125-295 |
125-277 |
| S1 |
125-294 |
125-266 |
|