ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 09-Sep-2020

Day Change Summary
	Previous	Current
	08-Sep-2020	09-Sep-2020	Change	Change %	Previous Week
Open	125-240	125-288	0-048	0.1%	125-282
High	125-290	125-298	0-008	0.0%	126-018
Low	125-238	125-258	0-020	0.0%	125-225
Close	125-275	125-270	-0-005	0.0%	125-228
Range	0-052	0-040	-0-012	-23.8%	0-112
ATR	0-057	0-055	-0-001	-2.1%	0-000
Volume	7,239	3,005	-4,234	-58.5%	180,158

Daily Pivots for day following 09-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-075	126-052	125-292
R3	126-035	126-012	125-281
R2	125-315	125-315	125-277
R1	125-292	125-292	125-274	125-284
PP	125-275	125-275	125-275	125-271
S1	125-252	125-252	125-266	125-244
S2	125-235	125-235	125-263
S3	125-195	125-212	125-259
S4	125-155	125-172	125-248

Weekly Pivots for week ending 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-281	126-207	125-289
R3	126-168	126-094	125-258
R2	126-056	126-056	125-248
R1	125-302	125-302	125-238	125-282
PP	125-263	125-263	125-263	125-254
S1	125-189	125-189	125-217	125-170
S2	125-151	125-151	125-207
S3	125-038	125-077	125-197
S4	124-246	124-284	125-166

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-018	125-225	0-112	0.3%	0-053	0.1%	40%	False	False	10,271
10	126-018	125-180	0-158	0.4%	0-058	0.1%	57%	False	False	491,240
20	126-018	125-180	0-158	0.4%	0-054	0.1%	57%	False	False	676,188
40	126-078	125-180	0-218	0.5%	0-051	0.1%	41%	False	False	557,415
60	126-078	125-098	0-300	0.7%	0-051	0.1%	58%	False	False	539,466
80	126-078	124-180	1-218	1.3%	0-060	0.1%	76%	False	False	606,434
100	126-078	124-180	1-218	1.3%	0-062	0.2%	76%	False	False	491,035

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	0-015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-148
2.618	126-082
1.618	126-042
1.000	126-018
0.618	126-002
HIGH	125-298
0.618	125-282
0.500	125-278
0.382	125-273
LOW	125-258
0.618	125-233
1.000	125-218
1.618	125-193
2.618	125-153
4.250	125-088

Fisher Pivots for day following 09-Sep-2020
Pivot	1 day	3 day
R1	125-278	125-271
PP	125-275	125-271
S1	125-272	125-270

Download as Excel Spreadsheet

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

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