ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 18-Aug-2020

Day Change Summary
	Previous	Current
	17-Aug-2020	18-Aug-2020	Change	Change %	Previous Week
Open	125-275	125-282	0-008	0.0%	126-052
High	125-302	125-310	0-008	0.0%	126-088
Low	125-275	125-278	0-002	0.0%	125-222
Close	125-288	125-298	0-010	0.0%	125-268
Range	0-028	0-032	0-005	18.2%	0-185
ATR	0-049	0-048	-0-001	-2.4%	0-000
Volume	13,896	19,677	5,781	41.6%	91,977

Daily Pivots for day following 18-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-072	126-058	125-315
R3	126-040	126-025	125-306
R2	126-008	126-008	125-303
R1	125-312	125-312	125-300	126-000
PP	125-295	125-295	125-295	125-299
S1	125-280	125-280	125-295	125-288
S2	125-262	125-262	125-292
S3	125-230	125-248	125-289
S4	125-198	125-215	125-280

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	125-310	125-222	0-088	0.2%	0-050	0.1%	86%	True	False	17,288
10	126-122	125-222	0-220	0.5%	0-056	0.1%	34%	False	False	13,459
20	126-125	125-222	0-222	0.6%	0-048	0.1%	34%	False	False	8,043

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	0-009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-128
2.618	126-075
1.618	126-043
1.000	126-022
0.618	126-010
HIGH	125-310
0.618	125-298
0.500	125-294
0.382	125-290
LOW	125-278
0.618	125-257
1.000	125-245
1.618	125-225
2.618	125-192
4.250	125-139

Fisher Pivots for day following 18-Aug-2020
Pivot	1 day	3 day
R1	125-296	125-287
PP	125-295	125-277
S1	125-294	125-266

Download as Excel Spreadsheet

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

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