ECBOT 5 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 31-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
125-238 |
126-000 |
0-082 |
0.2% |
125-318 |
| High |
126-005 |
126-018 |
0-012 |
0.0% |
126-010 |
| Low |
125-218 |
125-295 |
0-078 |
0.2% |
125-218 |
| Close |
125-318 |
126-010 |
0-012 |
0.0% |
125-318 |
| Range |
0-108 |
0-042 |
-0-065 |
-60.5% |
0-112 |
| ATR |
0-055 |
0-054 |
-0-001 |
-1.6% |
0-000 |
| Volume |
1,006,179 |
993,097 |
-13,082 |
-1.3% |
6,994,075 |
|
| Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-128 |
126-112 |
126-033 |
|
| R3 |
126-086 |
126-069 |
126-022 |
|
| R2 |
126-043 |
126-043 |
126-018 |
|
| R1 |
126-027 |
126-027 |
126-014 |
126-035 |
| PP |
126-001 |
126-001 |
126-001 |
126-005 |
| S1 |
125-304 |
125-304 |
126-006 |
125-312 |
| S2 |
125-278 |
125-278 |
126-002 |
|
| S3 |
125-236 |
125-262 |
125-318 |
|
| S4 |
125-193 |
125-219 |
125-307 |
|
|
| 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 |
126-198 |
|
2.618 |
126-129 |
|
1.618 |
126-086 |
|
1.000 |
126-060 |
|
0.618 |
126-044 |
|
HIGH |
126-018 |
|
0.618 |
126-001 |
|
0.500 |
125-316 |
|
0.382 |
125-311 |
|
LOW |
125-295 |
|
0.618 |
125-269 |
|
1.000 |
125-252 |
|
1.618 |
125-226 |
|
2.618 |
125-184 |
|
4.250 |
125-114 |
|
|
| Fisher Pivots for day following 31-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
126-005 |
125-312 |
| PP |
126-001 |
125-295 |
| S1 |
125-316 |
125-278 |
|