ECBOT 5 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 25-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
125-292 |
125-318 |
0-025 |
0.1% |
125-300 |
| High |
125-292 |
126-005 |
0-032 |
0.1% |
126-005 |
| Low |
125-282 |
125-282 |
0-000 |
0.0% |
125-272 |
| Close |
125-290 |
125-305 |
0-015 |
0.0% |
125-305 |
| Range |
0-010 |
0-042 |
0-032 |
325.0% |
0-052 |
| ATR |
0-041 |
0-041 |
0-000 |
0.3% |
0-000 |
| Volume |
6 |
313 |
307 |
5,116.7% |
8,462 |
|
| Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-112 |
126-091 |
126-008 |
|
| R3 |
126-069 |
126-048 |
125-317 |
|
| R2 |
126-027 |
126-027 |
125-313 |
|
| R1 |
126-006 |
126-006 |
125-309 |
125-315 |
| PP |
125-304 |
125-304 |
125-304 |
125-299 |
| S1 |
125-283 |
125-283 |
125-301 |
125-272 |
| S2 |
125-262 |
125-262 |
125-297 |
|
| S3 |
125-219 |
125-241 |
125-293 |
|
| S4 |
125-177 |
125-198 |
125-282 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-138 |
126-114 |
126-014 |
|
| R3 |
126-086 |
126-062 |
125-319 |
|
| R2 |
126-033 |
126-033 |
125-315 |
|
| R1 |
126-009 |
126-009 |
125-310 |
126-021 |
| PP |
125-301 |
125-301 |
125-301 |
125-307 |
| S1 |
125-277 |
125-277 |
125-300 |
125-289 |
| S2 |
125-248 |
125-248 |
125-295 |
|
| S3 |
125-196 |
125-224 |
125-291 |
|
| S4 |
125-143 |
125-172 |
125-276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-005 |
125-272 |
0-052 |
0.1% |
0-028 |
0.1% |
62% |
True |
False |
1,692 |
| 10 |
126-005 |
125-260 |
0-065 |
0.2% |
0-029 |
0.1% |
69% |
True |
False |
2,401 |
| 20 |
126-018 |
125-180 |
0-158 |
0.4% |
0-041 |
0.1% |
79% |
False |
False |
43,892 |
| 40 |
126-078 |
125-180 |
0-218 |
0.5% |
0-048 |
0.1% |
57% |
False |
False |
441,972 |
| 60 |
126-078 |
125-168 |
0-230 |
0.6% |
0-047 |
0.1% |
60% |
False |
False |
429,563 |
| 80 |
126-078 |
124-180 |
1-218 |
1.3% |
0-053 |
0.1% |
83% |
False |
False |
482,225 |
| 100 |
126-078 |
124-180 |
1-218 |
1.3% |
0-058 |
0.1% |
83% |
False |
False |
490,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-186 |
|
2.618 |
126-116 |
|
1.618 |
126-074 |
|
1.000 |
126-048 |
|
0.618 |
126-031 |
|
HIGH |
126-005 |
|
0.618 |
125-309 |
|
0.500 |
125-304 |
|
0.382 |
125-299 |
|
LOW |
125-282 |
|
0.618 |
125-256 |
|
1.000 |
125-240 |
|
1.618 |
125-214 |
|
2.618 |
125-171 |
|
4.250 |
125-102 |
|
|
| Fisher Pivots for day following 25-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
125-305 |
125-304 |
| PP |
125-304 |
125-302 |
| S1 |
125-304 |
125-301 |
|