ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 15-Sep-2020

Day Change Summary
	Previous	Current
	14-Sep-2020	15-Sep-2020	Change	Change %	Previous Week
Open	125-308	125-295	-0-012	0.0%	125-240
High	125-312	125-300	-0-012	0.0%	125-312
Low	125-290	125-280	-0-010	0.0%	125-238
Close	125-295	125-285	-0-010	0.0%	125-308
Range	0-022	0-020	-0-002	-11.1%	0-075
ATR	0-051	0-049	-0-002	-4.3%	0-000
Volume	2,738	1,583	-1,155	-42.2%	14,127

Daily Pivots for day following 15-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-028	126-017	125-296
R3	126-008	125-317	125-290
R2	125-308	125-308	125-289
R1	125-297	125-297	125-287	125-292
PP	125-288	125-288	125-288	125-286
S1	125-277	125-277	125-283	125-272
S2	125-268	125-268	125-281
S3	125-248	125-257	125-280
S4	125-228	125-237	125-274

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-191	126-164	126-029
R3	126-116	126-089	126-008
R2	126-041	126-041	126-001
R1	126-014	126-014	125-314	126-028
PP	125-286	125-286	125-286	125-292
S1	125-259	125-259	125-301	125-272
S2	125-211	125-211	125-294
S3	125-136	125-184	125-287
S4	125-061	125-109	125-266

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-312	125-252	0-060	0.1%	0-032	0.1%	54%	False	False	2,241
10	126-018	125-225	0-112	0.3%	0-043	0.1%	53%	False	False	9,492
20	126-018	125-180	0-158	0.4%	0-049	0.1%	67%	False	False	556,613
40	126-078	125-180	0-218	0.5%	0-050	0.1%	48%	False	False	524,581
60	126-078	125-122	0-275	0.7%	0-050	0.1%	59%	False	False	502,126
80	126-078	124-180	1-218	1.3%	0-057	0.1%	79%	False	False	588,281
100	126-078	124-180	1-218	1.3%	0-060	0.2%	79%	False	False	491,012

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Narrowest range in 109 trading days

Fibonacci Retracements and Extensions
4.250	126-065
2.618	126-032
1.618	126-012
1.000	126-000
0.618	125-312
HIGH	125-300
0.618	125-292
0.500	125-290
0.382	125-288
LOW	125-280
0.618	125-268
1.000	125-260
1.618	125-248
2.618	125-228
4.250	125-195

Fisher Pivots for day following 15-Sep-2020
Pivot	1 day	3 day
R1	125-290	125-292
PP	125-288	125-290
S1	125-287	125-288

Download as Excel Spreadsheet

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

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