ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 26-Aug-2020

Day Change Summary
	Previous	Current
	25-Aug-2020	26-Aug-2020	Change	Change %	Previous Week
Open	125-250	125-235	-0-015	0.0%	125-238
High	125-252	125-245	-0-008	0.0%	125-308
Low	125-198	125-198	0-000	0.0%	125-238
Close	125-240	125-240	0-000	0.0%	125-270
Range	0-055	0-048	-0-008	-13.6%	0-070
ATR	0-051	0-051	0-000	-0.5%	0-000
Volume	2,430,069	2,485,285	55,216	2.3%	3,069,748

Daily Pivots for day following 26-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-050	126-032	125-266
R3	126-002	125-305	125-253
R2	125-275	125-275	125-249
R1	125-258	125-258	125-244	125-266
PP	125-228	125-228	125-228	125-232
S1	125-210	125-210	125-236	125-219
S2	125-180	125-180	125-231
S3	125-132	125-162	125-227
S4	125-085	125-115	125-214

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%	0-048	0.1%	39%	False	True	1,511,454
10	125-308	125-188	0-120	0.3%	0-047	0.1%	44%	False	False	1,039,342
20	126-078	125-188	0-210	0.5%	0-052	0.1%	25%	False	False	783,881
40	126-078	125-168	0-230	0.6%	0-049	0.1%	32%	False	False	599,011
60	126-078	124-180	1-218	1.3%	0-058	0.1%	71%	False	False	616,860
80	126-078	124-180	1-218	1.3%	0-062	0.2%	71%	False	False	582,863

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	126-127
2.618	126-049
1.618	126-002
1.000	125-292
0.618	125-274
HIGH	125-245
0.618	125-227
0.500	125-221
0.382	125-216
LOW	125-198
0.618	125-168
1.000	125-150
1.618	125-121
2.618	125-073
4.250	124-316

Fisher Pivots for day following 26-Aug-2020
Pivot	1 day	3 day
R1	125-234	125-242
PP	125-228	125-242
S1	125-221	125-241

Download as Excel Spreadsheet

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

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