ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 04-Aug-2020

Day Change Summary
	Previous	Current
	03-Aug-2020	04-Aug-2020	Change	Change %	Previous Week
Open	126-090	126-080	-0-010	0.0%	125-310
High	126-100	126-125	0-025	0.1%	126-098
Low	126-065	126-075	0-010	0.0%	125-265
Close	126-070	126-118	0-048	0.1%	126-088
Range	0-035	0-050	0-015	42.9%	0-152
ATR	0-039	0-040	0-001	3.0%	0-000
Volume	1,071	2,200	1,129	105.4%	13,026

Daily Pivots for day following 04-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-256	126-237	126-145
R3	126-206	126-187	126-131
R2	126-156	126-156	126-127
R1	126-137	126-137	126-122	126-146
PP	126-106	126-106	126-106	126-111
S1	126-087	126-087	126-113	126-096
S2	126-056	126-056	126-108
S3	126-006	126-037	126-104
S4	125-276	125-307	126-090

Weekly Pivots for week ending 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	127-181	127-127	126-171
R3	127-028	126-294	126-129
R2	126-196	126-196	126-115
R1	126-142	126-142	126-101	126-169
PP	126-043	126-043	126-043	126-057
S1	125-309	125-309	126-074	126-016
S2	125-211	125-211	126-060
S3	125-058	125-157	126-046
S4	124-226	125-004	126-004

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-125	125-308	0-138	0.3%	0-046	0.1%	95%	True	False	2,063
10	126-125	125-265	0-180	0.4%	0-039	0.1%	96%	True	False	2,627
20	126-125	125-230	0-215	0.5%	0-037	0.1%	97%	True	False	1,703

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-018
2.618	126-256
1.618	126-206
1.000	126-175
0.618	126-156
HIGH	126-125
0.618	126-106
0.500	126-100
0.382	126-094
LOW	126-075
0.618	126-044
1.000	126-025
1.618	125-314
2.618	125-264
4.250	125-182

Fisher Pivots for day following 04-Aug-2020
Pivot	1 day	3 day
R1	126-112	126-106
PP	126-106	126-095
S1	126-100	126-084

Download as Excel Spreadsheet

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

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