ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 06-Aug-2020

Day Change Summary
	Previous	Current
	05-Aug-2020	06-Aug-2020	Change	Change %	Previous Week
Open	126-078	126-018	-0-060	-0.1%	125-252
High	126-078	126-072	-0-005	0.0%	126-052
Low	126-020	126-015	-0-005	0.0%	125-225
Close	126-030	126-040	0-010	0.0%	126-040
Range	0-058	0-058	0-000	0.0%	0-148
ATR	0-050	0-050	0-001	1.1%	0-000
Volume	504,659	416,810	-87,849	-17.4%	2,538,390

Daily Pivots for day following 06-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-215	126-185	126-072
R3	126-158	126-128	126-056
R2	126-100	126-100	126-051
R1	126-070	126-070	126-045	126-085
PP	126-042	126-042	126-042	126-050
S1	126-012	126-012	126-035	126-028
S2	125-305	125-305	126-029
S3	125-248	125-275	126-024
S4	125-190	125-218	126-008

Weekly Pivots for week ending 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	127-122	127-068	126-121
R3	126-294	126-241	126-081
R2	126-147	126-147	126-067
R1	126-093	126-093	126-054	126-120
PP	125-319	125-319	125-319	126-012
S1	125-266	125-266	126-026	125-292
S2	125-172	125-172	126-013
S3	125-024	125-118	125-319
S4	124-197	124-291	125-279

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-078	125-318	0-080	0.2%	0-052	0.1%	53%	False	False	513,443
10	126-078	125-225	0-172	0.4%	0-049	0.1%	78%	False	False	476,420
20	126-078	125-198	0-200	0.5%	0-046	0.1%	81%	False	False	425,445
40	126-078	125-098	0-300	0.7%	0-050	0.1%	88%	False	False	483,368
60	126-078	124-180	1-218	1.3%	0-061	0.2%	93%	False	False	561,784
80	126-078	124-180	1-218	1.3%	0-066	0.2%	93%	False	False	425,564

Crabel Price Patterns
NR	False
NR4	False
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	0-008

Fibonacci Retracements and Extensions
4.250	126-317
2.618	126-223
1.618	126-166
1.000	126-130
0.618	126-108
HIGH	126-072
0.618	126-051
0.500	126-044
0.382	126-037
LOW	126-015
0.618	125-299
1.000	125-278
1.618	125-242
2.618	125-184
4.250	125-091

Fisher Pivots for day following 06-Aug-2020
Pivot	1 day	3 day
R1	126-044	126-046
PP	126-042	126-044
S1	126-041	126-042

Download as Excel Spreadsheet

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

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