ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 10-Aug-2020

Day Change Summary
	Previous	Current
	07-Aug-2020	10-Aug-2020	Change	Change %	Previous Week
Open	126-098	126-052	-0-045	-0.1%	126-090
High	126-100	126-088	-0-012	0.0%	126-125
Low	126-050	126-042	-0-008	0.0%	126-050
Close	126-052	126-048	-0-005	0.0%	126-052
Range	0-050	0-045	-0-005	-10.0%	0-075
ATR	0-043	0-043	0-000	0.4%	0-000
Volume	2,833	15,902	13,069	461.3%	12,311

Daily Pivots for day following 10-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-194	126-166	126-072
R3	126-149	126-121	126-060
R2	126-104	126-104	126-056
R1	126-076	126-076	126-052	126-068
PP	126-059	126-059	126-059	126-055
S1	126-031	126-031	126-043	126-022
S2	126-014	126-014	126-039
S3	125-289	125-306	126-035
S4	125-244	125-261	126-023

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	126-042	0-082	0.2%	0-050	0.1%	6%	False	True	5,428
10	126-125	125-265	0-180	0.4%	0-049	0.1%	57%	False	False	3,967
20	126-125	125-252	0-192	0.5%	0-039	0.1%	60%	False	False	2,928

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-008
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	126-279
2.618	126-205
1.618	126-160
1.000	126-132
0.618	126-115
HIGH	126-088
0.618	126-070
0.500	126-065
0.382	126-060
LOW	126-042
0.618	126-015
1.000	125-318
1.618	125-290
2.618	125-245
4.250	125-171

Fisher Pivots for day following 10-Aug-2020
Pivot	1 day	3 day
R1	126-065	126-080
PP	126-059	126-069
S1	126-053	126-058

Download as Excel Spreadsheet

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

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