ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 10-Sep-2020

Day Change Summary
	Previous	Current
	09-Sep-2020	10-Sep-2020	Change	Change %	Previous Week
Open	125-288	125-270	-0-018	0.0%	125-282
High	125-298	125-292	-0-005	0.0%	126-018
Low	125-258	125-252	-0-005	0.0%	125-225
Close	125-270	125-288	0-018	0.0%	125-228
Range	0-040	0-040	0-000	0.0%	0-112
ATR	0-055	0-054	-0-001	-2.0%	0-000
Volume	3,005	1,748	-1,257	-41.8%	180,158

Daily Pivots for day following 10-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-078	126-062	125-310
R3	126-038	126-022	125-298
R2	125-318	125-318	125-295
R1	125-302	125-302	125-291	125-310
PP	125-278	125-278	125-278	125-281
S1	125-262	125-262	125-284	125-270
S2	125-238	125-238	125-280
S3	125-198	125-222	125-276
S4	125-158	125-182	125-266

Weekly Pivots for week ending 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-281	126-207	125-289
R3	126-168	126-094	125-258
R2	126-056	126-056	125-248
R1	125-302	125-302	125-238	125-282
PP	125-263	125-263	125-263	125-254
S1	125-189	125-189	125-217	125-170
S2	125-151	125-151	125-207
S3	125-038	125-077	125-197
S4	124-246	124-284	125-166

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-018	125-225	0-112	0.3%	0-056	0.1%	56%	False	False	8,787
10	126-018	125-180	0-158	0.4%	0-058	0.1%	68%	False	False	242,886
20	126-018	125-180	0-158	0.4%	0-052	0.1%	68%	False	False	641,114
40	126-078	125-180	0-218	0.5%	0-050	0.1%	49%	False	False	548,544
60	126-078	125-108	0-290	0.7%	0-051	0.1%	62%	False	False	526,466
80	126-078	124-180	1-218	1.3%	0-058	0.1%	80%	False	False	604,576
100	126-078	124-180	1-218	1.3%	0-062	0.2%	80%	False	False	491,051

Crabel Price Patterns
NR	False
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	0-016

Fibonacci Retracements and Extensions
4.250	126-142
2.618	126-077
1.618	126-037
1.000	126-012
0.618	125-317
HIGH	125-292
0.618	125-277
0.500	125-272
0.382	125-268
LOW	125-252
0.618	125-228
1.000	125-212
1.618	125-188
2.618	125-148
4.250	125-082

Fisher Pivots for day following 10-Sep-2020
Pivot	1 day	3 day
R1	125-282	125-281
PP	125-278	125-274
S1	125-272	125-268

Download as Excel Spreadsheet

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

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