ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 17-Aug-2020

Day Change Summary
	Previous	Current
	14-Aug-2020	17-Aug-2020	Change	Change %	Previous Week
Open	125-228	125-275	0-048	0.1%	126-052
High	125-278	125-302	0-025	0.1%	126-088
Low	125-222	125-275	0-052	0.1%	125-222
Close	125-268	125-288	0-020	0.0%	125-268
Range	0-055	0-028	-0-028	-50.0%	0-185
ATR	0-050	0-049	-0-001	-2.2%	0-000
Volume	9,654	13,896	4,242	43.9%	91,977

Daily Pivots for day following 17-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-051	126-037	125-303
R3	126-023	126-009	125-295
R2	125-316	125-316	125-293
R1	125-302	125-302	125-290	125-309
PP	125-288	125-288	125-288	125-292
S1	125-274	125-274	125-285	125-281
S2	125-261	125-261	125-282
S3	125-233	125-247	125-280
S4	125-206	125-219	125-272

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	126-052	125-222	0-150	0.4%	0-065	0.2%	43%	False	False	17,994
10	126-125	125-222	0-222	0.6%	0-058	0.1%	29%	False	False	11,711
20	126-125	125-222	0-222	0.6%	0-047	0.1%	29%	False	False	7,108

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-009
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	126-099
2.618	126-054
1.618	126-027
1.000	126-010
0.618	125-319
HIGH	125-302
0.618	125-292
0.500	125-289
0.382	125-286
LOW	125-275
0.618	125-258
1.000	125-248
1.618	125-231
2.618	125-203
4.250	125-158

Fisher Pivots for day following 17-Aug-2020
Pivot	1 day	3 day
R1	125-289	125-279
PP	125-288	125-271
S1	125-288	125-262

Download as Excel Spreadsheet

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

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