ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 26-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
125-298 |
125-278 |
-0-020 |
0.0% |
125-275 |
| High |
125-298 |
125-282 |
-0-015 |
0.0% |
126-028 |
| Low |
125-235 |
125-238 |
0-002 |
0.0% |
125-275 |
| Close |
125-282 |
125-278 |
-0-005 |
0.0% |
125-310 |
| Range |
0-062 |
0-045 |
-0-018 |
-28.0% |
0-072 |
| ATR |
0-048 |
0-048 |
0-000 |
-0.4% |
0-000 |
| Volume |
1,812,991 |
2,022,904 |
209,913 |
11.6% |
466,644 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-081 |
126-064 |
125-302 |
|
| R3 |
126-036 |
126-019 |
125-290 |
|
| R2 |
125-311 |
125-311 |
125-286 |
|
| R1 |
125-294 |
125-294 |
125-282 |
125-300 |
| PP |
125-266 |
125-266 |
125-266 |
125-269 |
| S1 |
125-249 |
125-249 |
125-273 |
125-255 |
| S2 |
125-221 |
125-221 |
125-269 |
|
| S3 |
125-176 |
125-204 |
125-265 |
|
| S4 |
125-131 |
125-159 |
125-253 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-208 |
126-172 |
126-030 |
|
| R3 |
126-136 |
126-099 |
126-010 |
|
| R2 |
126-063 |
126-063 |
126-003 |
|
| R1 |
126-027 |
126-027 |
125-317 |
126-045 |
| PP |
125-311 |
125-311 |
125-311 |
126-000 |
| S1 |
125-274 |
125-274 |
125-303 |
125-292 |
| S2 |
125-238 |
125-238 |
125-297 |
|
| S3 |
125-166 |
125-202 |
125-290 |
|
| S4 |
125-093 |
125-129 |
125-270 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-154 |
|
2.618 |
126-080 |
|
1.618 |
126-035 |
|
1.000 |
126-008 |
|
0.618 |
125-310 |
|
HIGH |
125-282 |
|
0.618 |
125-265 |
|
0.500 |
125-260 |
|
0.382 |
125-255 |
|
LOW |
125-238 |
|
0.618 |
125-210 |
|
1.000 |
125-192 |
|
1.618 |
125-165 |
|
2.618 |
125-120 |
|
4.250 |
125-046 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-272 |
125-282 |
| PP |
125-266 |
125-281 |
| S1 |
125-260 |
125-279 |
|