ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 21-Jul-2020

Day Change Summary
	Previous	Current
	20-Jul-2020	21-Jul-2020	Change	Change %	Previous Week
Open	125-310	125-280	-0-030	-0.1%	125-265
High	125-310	125-305	-0-005	0.0%	125-305
Low	125-275	125-280	0-005	0.0%	125-245
Close	125-275	125-300	0-025	0.1%	125-282
Range	0-035	0-025	-0-010	-28.6%	0-060
ATR
Volume	860	987	127	14.8%	5,510

Daily Pivots for day following 21-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-050	126-040	125-314
R3	126-025	126-015	125-307
R2	126-000	126-000	125-305
R1	125-310	125-310	125-302	125-315
PP	125-295	125-295	125-295	125-298
S1	125-285	125-285	125-298	125-290
S2	125-270	125-270	125-295
S3	125-245	125-260	125-293
S4	125-220	125-235	125-286

Weekly Pivots for week ending 17-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-138	126-110	125-316
R3	126-078	126-050	125-299
R2	126-018	126-018	125-294
R1	125-310	125-310	125-288	126-004
PP	125-278	125-278	125-278	125-284
S1	125-250	125-250	125-277	125-264
S2	125-218	125-218	125-272
S3	125-158	125-190	125-266
S4	125-098	125-130	125-250

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-310	125-252	0-058	0.1%	0-030	0.1%	83%	False	False	1,469
10	126-002	125-230	0-092	0.2%	0-035	0.1%	76%	False	False	780

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-091
2.618	126-050
1.618	126-025
1.000	126-010
0.618	126-000
HIGH	125-305
0.618	125-295
0.500	125-292
0.382	125-290
LOW	125-280
0.618	125-265
1.000	125-255
1.618	125-240
2.618	125-215
4.250	125-174

Fisher Pivots for day following 21-Jul-2020
Pivot	1 day	3 day
R1	125-298	125-298
PP	125-295	125-295
S1	125-292	125-292

Download as Excel Spreadsheet

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

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