ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 11-Aug-2020

Day Change Summary
	Previous	Current
	10-Aug-2020	11-Aug-2020	Change	Change %	Previous Week
Open	126-008	126-000	-0-008	0.0%	126-055
High	126-045	126-010	-0-035	-0.1%	126-078
Low	125-318	125-230	-0-088	-0.2%	126-002
Close	126-005	125-232	-0-092	-0.2%	126-010
Range	0-048	0-100	0-052	110.5%	0-075
ATR	0-050	0-054	0-004	7.1%	0-000
Volume	359,611	780,090	420,479	116.9%	2,255,541

Daily Pivots for day following 11-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-244	126-178	125-288
R3	126-144	126-078	125-260
R2	126-044	126-044	125-251
R1	125-298	125-298	125-242	125-281
PP	125-264	125-264	125-264	125-256
S1	125-198	125-198	125-223	125-181
S2	125-164	125-164	125-214
S3	125-064	125-098	125-205
S4	124-284	124-318	125-178

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-255	126-208	126-051
R3	126-180	126-132	126-031
R2	126-105	126-105	126-024
R1	126-058	126-058	126-017	126-044
PP	126-030	126-030	126-030	126-023
S1	125-302	125-302	126-003	125-289
S2	125-275	125-275	125-316
S3	125-200	125-228	125-309
S4	125-125	125-152	125-289

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-078	125-230	0-168	0.4%	0-063	0.2%	1%	False	True	496,295
10	126-078	125-230	0-168	0.4%	0-056	0.1%	1%	False	True	504,811
20	126-078	125-208	0-190	0.5%	0-048	0.1%	13%	False	False	438,642
40	126-078	125-098	0-300	0.7%	0-050	0.1%	45%	False	False	471,104
60	126-078	124-180	1-218	1.3%	0-062	0.2%	69%	False	False	583,183
80	126-078	124-180	1-218	1.3%	0-064	0.2%	69%	False	False	444,746

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	0-008
Widest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	127-115
2.618	126-272
1.618	126-172
1.000	126-110
0.618	126-072
HIGH	126-010
0.618	125-292
0.500	125-280
0.382	125-268
LOW	125-230
0.618	125-168
1.000	125-130
1.618	125-068
2.618	124-288
4.250	124-125

Fisher Pivots for day following 11-Aug-2020
Pivot	1 day	3 day
R1	125-280	125-302
PP	125-264	125-279
S1	125-248	125-256

Download as Excel Spreadsheet

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

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