ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 18-Sep-2020

Day Change Summary
	Previous	Current
	17-Sep-2020	18-Sep-2020	Change	Change %	Previous Week
Open	125-308	125-292	-0-015	0.0%	125-308
High	125-315	125-292	-0-022	-0.1%	125-315
Low	125-270	125-268	-0-002	0.0%	125-260
Close	125-285	125-278	-0-008	0.0%	125-278
Range	0-045	0-025	-0-020	-44.4%	0-055
ATR	0-048	0-046	-0-002	-3.4%	0-000
Volume	4,553	2,298	-2,255	-49.5%	15,548

Daily Pivots for day following 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-034	126-021	125-291
R3	126-009	125-316	125-284
R2	125-304	125-304	125-282
R1	125-291	125-291	125-280	125-285
PP	125-279	125-279	125-279	125-276
S1	125-266	125-266	125-275	125-260
S2	125-254	125-254	125-273
S3	125-229	125-241	125-271
S4	125-204	125-216	125-264

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-129	126-098	125-308
R3	126-074	126-043	125-293
R2	126-019	126-019	125-288
R1	125-308	125-308	125-283	125-296
PP	125-284	125-284	125-284	125-278
S1	125-253	125-253	125-272	125-241
S2	125-229	125-229	125-267
S3	125-174	125-198	125-262
S4	125-119	125-143	125-247

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-315	125-260	0-055	0.1%	0-030	0.1%	32%	False	False	3,109
10	125-318	125-225	0-092	0.2%	0-042	0.1%	57%	False	False	4,904
20	126-018	125-180	0-158	0.4%	0-048	0.1%	62%	False	False	468,792
40	126-078	125-180	0-218	0.5%	0-050	0.1%	45%	False	False	496,685
60	126-078	125-158	0-240	0.6%	0-049	0.1%	50%	False	False	477,383
80	126-078	124-180	1-218	1.3%	0-056	0.1%	78%	False	False	529,826
100	126-078	124-180	1-218	1.3%	0-060	0.1%	78%	False	False	490,970

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	0-008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-079
2.618	126-038
1.618	126-013
1.000	125-318
0.618	125-308
HIGH	125-292
0.618	125-283
0.500	125-280
0.382	125-277
LOW	125-268
0.618	125-252
1.000	125-242
1.618	125-227
2.618	125-202
4.250	125-161

Fisher Pivots for day following 18-Sep-2020
Pivot	1 day	3 day
R1	125-280	125-288
PP	125-279	125-284
S1	125-278	125-281

Download as Excel Spreadsheet

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

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