ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 12-Aug-2020

Day Change Summary
	Previous	Current
	11-Aug-2020	12-Aug-2020	Change	Change %	Previous Week
Open	126-000	125-255	-0-065	-0.2%	126-055
High	126-010	125-272	-0-058	-0.1%	126-078
Low	125-230	125-208	-0-022	-0.1%	126-002
Close	125-232	125-232	0-000	0.0%	126-010
Range	0-100	0-065	-0-035	-35.0%	0-075
ATR	0-054	0-055	0-001	1.5%	0-000
Volume	780,090	703,232	-76,858	-9.9%	2,255,541

Daily Pivots for day following 12-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-112	126-078	125-268
R3	126-048	126-012	125-250
R2	125-302	125-302	125-244
R1	125-268	125-268	125-238	125-252
PP	125-238	125-238	125-238	125-230
S1	125-202	125-202	125-227	125-188
S2	125-172	125-172	125-221
S3	125-108	125-138	125-215
S4	125-042	125-072	125-197

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	126-072	125-208	0-185	0.5%	0-064	0.2%	14%	False	True	536,010
10	126-078	125-208	0-190	0.5%	0-057	0.1%	13%	False	True	528,421
20	126-078	125-208	0-190	0.5%	0-048	0.1%	13%	False	True	455,975
40	126-078	125-108	0-290	0.7%	0-050	0.1%	43%	False	False	469,141
60	126-078	124-180	1-218	1.3%	0-061	0.2%	69%	False	False	592,396
80	126-078	124-180	1-218	1.3%	0-064	0.2%	69%	False	False	453,535

Crabel Price Patterns
NR	True
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	0-009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-229
2.618	126-123
1.618	126-058
1.000	126-018
0.618	125-313
HIGH	125-272
0.618	125-248
0.500	125-240
0.382	125-232
LOW	125-208
0.618	125-167
1.000	125-142
1.618	125-102
2.618	125-037
4.250	124-251

Fisher Pivots for day following 12-Aug-2020
Pivot	1 day	3 day
R1	125-240	125-286
PP	125-238	125-268
S1	125-235	125-250

Download as Excel Spreadsheet

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

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