ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 07-Aug-2020

Day Change Summary
	Previous	Current
	06-Aug-2020	07-Aug-2020	Change	Change %	Previous Week
Open	126-062	126-098	0-035	0.1%	126-090
High	126-118	126-100	-0-018	0.0%	126-125
Low	126-062	126-050	-0-012	0.0%	126-050
Close	126-088	126-052	-0-035	-0.1%	126-052
Range	0-055	0-050	-0-005	-9.1%	0-075
ATR	0-042	0-043	0-001	1.4%	0-000
Volume	3,356	2,833	-523	-15.6%	12,311

Daily Pivots for day following 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-218	126-185	126-080
R3	126-168	126-135	126-066
R2	126-118	126-118	126-062
R1	126-085	126-085	126-057	126-076
PP	126-068	126-068	126-068	126-063
S1	126-035	126-035	126-048	126-026
S2	126-018	126-018	126-043
S3	125-288	125-305	126-039
S4	125-238	125-255	126-025

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-301	126-252	126-094
R3	126-226	126-177	126-073
R2	126-151	126-151	126-066
R1	126-102	126-102	126-059	126-089
PP	126-076	126-076	126-076	126-069
S1	126-027	126-027	126-046	126-014
S2	126-001	126-001	126-039
S3	125-246	125-272	126-032
S4	125-171	125-197	126-011

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-125	126-050	0-075	0.2%	0-048	0.1%	3%	False	True	2,462
10	126-125	125-265	0-180	0.4%	0-048	0.1%	60%	False	False	2,533
20	126-125	125-245	0-200	0.5%	0-038	0.1%	64%	False	False	2,133

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	0-007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-312
2.618	126-231
1.618	126-181
1.000	126-150
0.618	126-131
HIGH	126-100
0.618	126-081
0.500	126-075
0.382	126-069
LOW	126-050
0.618	126-019
1.000	126-000
1.618	125-289
2.618	125-239
4.250	125-158

Fisher Pivots for day following 07-Aug-2020
Pivot	1 day	3 day
R1	126-075	126-086
PP	126-068	126-075
S1	126-060	126-064

Download as Excel Spreadsheet

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

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