ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 14-Aug-2020

Day Change Summary
	Previous	Current
	13-Aug-2020	14-Aug-2020	Change	Change %	Previous Week
Open	125-218	125-190	-0-028	-0.1%	126-008
High	125-258	125-245	-0-012	0.0%	126-045
Low	125-190	125-188	-0-002	0.0%	125-188
Close	125-198	125-235	0-038	0.1%	125-235
Range	0-068	0-058	-0-010	-14.8%	0-178
ATR	0-056	0-056	0-000	0.3%	0-000
Volume	607,681	536,851	-70,830	-11.7%	2,987,465

Daily Pivots for day following 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-075	126-052	125-267
R3	126-018	125-315	125-251
R2	125-280	125-280	125-246
R1	125-258	125-258	125-240	125-269
PP	125-222	125-222	125-222	125-228
S1	125-200	125-200	125-230	125-211
S2	125-165	125-165	125-224
S3	125-108	125-142	125-219
S4	125-050	125-085	125-203

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	127-155	127-052	126-013
R3	126-298	126-195	125-284
R2	126-120	126-120	125-268
R1	126-018	126-018	125-251	125-300
PP	125-262	125-262	125-262	125-244
S1	125-160	125-160	125-219	125-122
S2	125-085	125-085	125-202
S3	124-228	124-302	125-186
S4	124-050	124-125	125-137

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-045	125-188	0-178	0.4%	0-068	0.2%	27%	False	True	597,493
10	126-078	125-188	0-210	0.5%	0-060	0.1%	23%	False	True	524,300
20	126-078	125-188	0-210	0.5%	0-051	0.1%	23%	False	True	482,003
40	126-078	125-108	0-290	0.7%	0-051	0.1%	44%	False	False	471,420
60	126-078	124-180	1-218	1.3%	0-060	0.2%	70%	False	False	601,875
80	126-078	124-180	1-218	1.3%	0-064	0.2%	70%	False	False	467,756

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-169
2.618	126-076
1.618	126-018
1.000	125-302
0.618	125-281
HIGH	125-245
0.618	125-223
0.500	125-216
0.382	125-209
LOW	125-188
0.618	125-152
1.000	125-130
1.618	125-094
2.618	125-037
4.250	124-263

Fisher Pivots for day following 14-Aug-2020
Pivot	1 day	3 day
R1	125-229	125-233
PP	125-222	125-232
S1	125-216	125-230

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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