ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 06-Aug-2020

Day Change Summary
	Previous	Current
	05-Aug-2020	06-Aug-2020	Change	Change %	Previous Week
Open	126-122	126-062	-0-060	-0.1%	125-310
High	126-122	126-118	-0-005	0.0%	126-098
Low	126-070	126-062	-0-008	0.0%	125-265
Close	126-078	126-088	0-010	0.0%	126-088
Range	0-052	0-055	0-002	4.8%	0-152
ATR	0-041	0-042	0-001	2.4%	0-000
Volume	2,851	3,356	505	17.7%	13,026

Daily Pivots for day following 06-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-254	126-226	126-118
R3	126-199	126-171	126-103
R2	126-144	126-144	126-098
R1	126-116	126-116	126-093	126-130
PP	126-089	126-089	126-089	126-096
S1	126-061	126-061	126-082	126-075
S2	126-034	126-034	126-077
S3	125-299	126-006	126-072
S4	125-244	125-271	126-057

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	126-042	0-082	0.2%	0-050	0.1%	55%	False	False	2,486
10	126-125	125-265	0-180	0.4%	0-046	0.1%	79%	False	False	2,471
20	126-125	125-245	0-200	0.5%	0-039	0.1%	81%	False	False	1,995

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-007
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	127-031
2.618	126-261
1.618	126-206
1.000	126-172
0.618	126-151
HIGH	126-118
0.618	126-096
0.500	126-090
0.382	126-084
LOW	126-062
0.618	126-029
1.000	126-008
1.618	125-294
2.618	125-239
4.250	125-149

Fisher Pivots for day following 06-Aug-2020
Pivot	1 day	3 day
R1	126-090	126-094
PP	126-089	126-092
S1	126-088	126-090

Download as Excel Spreadsheet

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

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