ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 25-Aug-2020

Day Change Summary
	Previous	Current
	24-Aug-2020	25-Aug-2020	Change	Change %	Previous Week
Open	125-272	125-250	-0-022	-0.1%	125-238
High	125-288	125-252	-0-035	-0.1%	125-308
Low	125-245	125-198	-0-048	-0.1%	125-238
Close	125-252	125-240	-0-012	0.0%	125-270
Range	0-042	0-055	0-012	29.4%	0-070
ATR	0-050	0-051	0-000	0.6%	0-000
Volume	1,263,789	2,430,069	1,166,280	92.3%	3,069,748

Daily Pivots for day following 25-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-075	126-052	125-270
R3	126-020	125-318	125-255
R2	125-285	125-285	125-250
R1	125-262	125-262	125-245	125-246
PP	125-230	125-230	125-230	125-222
S1	125-208	125-208	125-235	125-191
S2	125-175	125-175	125-230
S3	125-120	125-152	125-225
S4	125-065	125-098	125-210

Weekly Pivots for week ending 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-162	126-126	125-308
R3	126-092	126-056	125-289
R2	126-022	126-022	125-283
R1	125-306	125-306	125-276	126-004
PP	125-272	125-272	125-272	125-281
S1	125-236	125-236	125-264	125-254
S2	125-202	125-202	125-257
S3	125-132	125-166	125-251
S4	125-062	125-096	125-232

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-308	125-198	0-110	0.3%	0-046	0.1%	39%	False	True	1,145,384
10	125-308	125-188	0-120	0.3%	0-049	0.1%	44%	False	False	861,137
20	126-078	125-188	0-210	0.5%	0-052	0.1%	25%	False	False	682,974
40	126-078	125-168	0-230	0.6%	0-049	0.1%	32%	False	False	555,129
60	126-078	124-180	1-218	1.3%	0-058	0.1%	71%	False	False	583,690
80	126-078	124-180	1-218	1.3%	0-062	0.2%	71%	False	False	551,892

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	0-010
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	126-166
2.618	126-076
1.618	126-021
1.000	125-308
0.618	125-286
HIGH	125-252
0.618	125-231
0.500	125-225
0.382	125-219
LOW	125-198
0.618	125-164
1.000	125-142
1.618	125-109
2.618	125-054
4.250	124-284

Fisher Pivots for day following 25-Aug-2020
Pivot	1 day	3 day
R1	125-235	125-252
PP	125-230	125-248
S1	125-225	125-244

Download as Excel Spreadsheet

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

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