ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 27-Jul-2020

Day Change Summary
	Previous	Current
	24-Jul-2020	27-Jul-2020	Change	Change %	Previous Week
Open	125-298	125-310	0-012	0.0%	125-310
High	125-315	125-310	-0-005	0.0%	125-315
Low	125-290	125-275	-0-015	0.0%	125-275
Close	125-298	125-275	-0-022	-0.1%	125-298
Range	0-025	0-035	0-010	40.0%	0-040
ATR	0-035	0-035	0-000	-0.1%	0-000
Volume	2,214	1,563	-651	-29.4%	11,824

Daily Pivots for day following 27-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-072	126-048	125-294
R3	126-037	126-013	125-285
R2	126-002	126-002	125-281
R1	125-298	125-298	125-278	125-292
PP	125-287	125-287	125-287	125-284
S1	125-263	125-263	125-272	125-258
S2	125-252	125-252	125-269
S3	125-217	125-228	125-265
S4	125-182	125-193	125-256

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-096	126-077	126-000
R3	126-056	126-037	125-308
R2	126-016	126-016	125-305
R1	125-317	125-317	125-301	125-306
PP	125-296	125-296	125-296	125-291
S1	125-277	125-277	125-294	125-266
S2	125-256	125-256	125-290
S3	125-216	125-237	125-286
S4	125-176	125-197	125-276

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-315	125-275	0-040	0.1%	0-026	0.1%	0%	False	True	2,505
10	125-315	125-252	0-062	0.2%	0-028	0.1%	36%	False	False	1,888

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-004
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	126-139
2.618	126-082
1.618	126-047
1.000	126-025
0.618	126-012
HIGH	125-310
0.618	125-297
0.500	125-292
0.382	125-288
LOW	125-275
0.618	125-253
1.000	125-240
1.618	125-218
2.618	125-183
4.250	125-126

Fisher Pivots for day following 27-Jul-2020
Pivot	1 day	3 day
R1	125-292	125-295
PP	125-287	125-288
S1	125-281	125-282

Download as Excel Spreadsheet

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

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