ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 14-Aug-2020

Day Change Summary
	Previous	Current
	13-Aug-2020	14-Aug-2020	Change	Change %	Previous Week
Open	125-265	125-228	-0-038	-0.1%	126-052
High	125-295	125-278	-0-018	0.0%	126-088
Low	125-222	125-222	0-000	0.0%	125-222
Close	125-230	125-268	0-038	0.1%	125-268
Range	0-072	0-055	-0-018	-24.1%	0-185
ATR	0-050	0-050	0-000	0.7%	0-000
Volume	17,621	9,654	-7,967	-45.2%	91,977

Daily Pivots for day following 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-101	126-079	125-298
R3	126-046	126-024	125-283
R2	125-311	125-311	125-278
R1	125-289	125-289	125-273	125-300
PP	125-256	125-256	125-256	125-261
S1	125-234	125-234	125-262	125-245
S2	125-201	125-201	125-257
S3	125-146	125-179	125-252
S4	125-091	125-124	125-237

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	127-214	127-106	126-049
R3	127-029	126-241	125-318
R2	126-164	126-164	125-301
R1	126-056	126-056	125-284	126-018
PP	125-299	125-299	125-299	125-280
S1	125-191	125-191	125-251	125-152
S2	125-114	125-114	125-234
S3	124-249	125-006	125-217
S4	124-064	124-141	125-166

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-088	125-222	0-185	0.5%	0-068	0.2%	24%	False	True	18,395
10	126-125	125-222	0-222	0.6%	0-058	0.1%	20%	False	True	10,428
20	126-125	125-222	0-222	0.6%	0-048	0.1%	20%	False	True	6,456

Crabel Price Patterns
NR	True
NR4	True
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	0-010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-191
2.618	126-101
1.618	126-046
1.000	126-012
0.618	125-311
HIGH	125-278
0.618	125-256
0.500	125-250
0.382	125-244
LOW	125-222
0.618	125-189
1.000	125-168
1.618	125-134
2.618	125-079
4.250	124-309

Fisher Pivots for day following 14-Aug-2020
Pivot	1 day	3 day
R1	125-262	125-267
PP	125-256	125-266
S1	125-250	125-265

Download as Excel Spreadsheet

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

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