ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 02-Sep-2020

Day Change Summary
	Previous	Current
	01-Sep-2020	02-Sep-2020	Change	Change %	Previous Week
Open	125-288	125-305	0-018	0.0%	125-272
High	125-305	125-308	0-002	0.0%	125-288
Low	125-265	125-280	0-015	0.0%	125-180
Close	125-302	125-300	-0-002	0.0%	125-275
Range	0-040	0-028	-0-012	-31.3%	0-108
ATR	0-055	0-053	-0-002	-3.5%	0-000
Volume	35,365	9,164	-26,201	-74.1%	8,415,861

Daily Pivots for day following 02-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-058	126-047	125-315
R3	126-031	126-019	125-308
R2	126-003	126-003	125-305
R1	125-312	125-312	125-303	125-304
PP	125-296	125-296	125-296	125-292
S1	125-284	125-284	125-297	125-276
S2	125-268	125-268	125-295
S3	125-241	125-257	125-292
S4	125-213	125-229	125-285

Weekly Pivots for week ending 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-250	126-210	126-014
R3	126-142	126-102	125-305
R2	126-035	126-035	125-295
R1	125-315	125-315	125-285	126-015
PP	125-248	125-248	125-248	125-258
S1	125-208	125-208	125-265	125-228
S2	125-140	125-140	125-255
S3	125-032	125-100	125-245
S4	124-245	124-312	125-216

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-308	125-180	0-128	0.3%	0-060	0.1%	94%	True	False	476,985
10	125-308	125-180	0-128	0.3%	0-054	0.1%	94%	True	False	994,220
20	126-072	125-180	0-212	0.5%	0-055	0.1%	56%	False	False	772,920
40	126-078	125-180	0-218	0.5%	0-050	0.1%	55%	False	False	600,077
60	126-078	125-030	1-048	0.9%	0-053	0.1%	73%	False	False	587,261
80	126-078	124-180	1-218	1.3%	0-060	0.1%	82%	False	False	610,379
100	126-078	124-180	1-218	1.3%	0-064	0.2%	82%	False	False	490,867

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-013
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	126-104
2.618	126-059
1.618	126-032
1.000	126-015
0.618	126-004
HIGH	125-308
0.618	125-297
0.500	125-294
0.382	125-291
LOW	125-280
0.618	125-263
1.000	125-252
1.618	125-236
2.618	125-208
4.250	125-163

Fisher Pivots for day following 02-Sep-2020
Pivot	1 day	3 day
R1	125-298	125-294
PP	125-296	125-288
S1	125-294	125-282

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

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