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

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-010	125-218	0-112	0.3%	0-069	0.2%	89%	False	True	1,398,815
10	126-028	125-218	0-130	0.3%	0-053	0.1%	77%	False	True	746,071
20	126-125	125-218	0-228	0.6%	0-056	0.1%	44%	False	True	378,250

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-011
Widest range in 13 trading days

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

Download as Excel Spreadsheet

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

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