ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 13-Aug-2020

Day Change Summary
	Previous	Current
	12-Aug-2020	13-Aug-2020	Change	Change %	Previous Week
Open	125-288	125-265	-0-022	-0.1%	126-090
High	125-308	125-295	-0-012	0.0%	126-125
Low	125-245	125-222	-0-022	-0.1%	126-050
Close	125-270	125-230	-0-040	-0.1%	126-052
Range	0-062	0-072	0-010	16.0%	0-075
ATR	0-048	0-050	0-002	3.6%	0-000
Volume	25,593	17,621	-7,972	-31.1%	12,311

Daily Pivots for day following 13-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-147	126-101	125-270
R3	126-074	126-028	125-250
R2	126-002	126-002	125-243
R1	125-276	125-276	125-237	125-262
PP	125-249	125-249	125-249	125-242
S1	125-203	125-203	125-223	125-190
S2	125-177	125-177	125-217
S3	125-104	125-131	125-210
S4	125-032	125-058	125-190

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	126-100	125-222	0-198	0.5%	0-068	0.2%	4%	False	True	17,031
10	126-125	125-222	0-222	0.6%	0-058	0.1%	3%	False	True	9,758
20	126-125	125-222	0-222	0.6%	0-046	0.1%	3%	False	True	6,009

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	0-012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-283
2.618	126-165
1.618	126-092
1.000	126-048
0.618	126-020
HIGH	125-295
0.618	125-267
0.500	125-259
0.382	125-250
LOW	125-222
0.618	125-178
1.000	125-150
1.618	125-105
2.618	125-033
4.250	124-234

Fisher Pivots for day following 13-Aug-2020
Pivot	1 day	3 day
R1	125-259	125-298
PP	125-249	125-275
S1	125-240	125-252

Download as Excel Spreadsheet

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

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