ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 28-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2020 |
28-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
125-280 |
125-238 |
-0-042 |
-0.1% |
125-318 |
| High |
126-008 |
126-005 |
-0-002 |
0.0% |
126-010 |
| Low |
125-238 |
125-218 |
-0-020 |
0.0% |
125-218 |
| Close |
125-250 |
125-318 |
0-068 |
0.2% |
125-318 |
| Range |
0-090 |
0-108 |
0-018 |
19.4% |
0-112 |
| ATR |
0-051 |
0-055 |
0-004 |
8.0% |
0-000 |
| Volume |
1,341,784 |
1,006,179 |
-335,605 |
-25.0% |
6,994,075 |
|
| Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-289 |
126-251 |
126-057 |
|
| R3 |
126-182 |
126-143 |
126-027 |
|
| R2 |
126-074 |
126-074 |
126-017 |
|
| R1 |
126-036 |
126-036 |
126-007 |
126-055 |
| PP |
125-287 |
125-287 |
125-287 |
125-296 |
| S1 |
125-248 |
125-248 |
125-308 |
125-268 |
| S2 |
125-179 |
125-179 |
125-298 |
|
| S3 |
125-072 |
125-141 |
125-288 |
|
| S4 |
124-284 |
125-033 |
125-258 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-306 |
126-264 |
126-059 |
|
| R3 |
126-193 |
126-152 |
126-028 |
|
| R2 |
126-081 |
126-081 |
126-018 |
|
| R1 |
126-039 |
126-039 |
126-008 |
126-054 |
| PP |
125-288 |
125-288 |
125-288 |
125-296 |
| S1 |
125-247 |
125-247 |
125-307 |
125-261 |
| S2 |
125-176 |
125-176 |
125-297 |
|
| S3 |
125-063 |
125-134 |
125-287 |
|
| S4 |
124-271 |
125-022 |
125-256 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-142 |
|
2.618 |
126-286 |
|
1.618 |
126-179 |
|
1.000 |
126-112 |
|
0.618 |
126-071 |
|
HIGH |
126-005 |
|
0.618 |
125-284 |
|
0.500 |
125-271 |
|
0.382 |
125-259 |
|
LOW |
125-218 |
|
0.618 |
125-151 |
|
1.000 |
125-110 |
|
1.618 |
125-044 |
|
2.618 |
124-256 |
|
4.250 |
124-081 |
|
|
| Fisher Pivots for day following 28-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-302 |
125-302 |
| PP |
125-287 |
125-288 |
| S1 |
125-271 |
125-272 |
|