ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 19-Aug-2020

Day Change Summary
	Previous	Current
	18-Aug-2020	19-Aug-2020	Change	Change %	Previous Week
Open	125-282	125-308	0-025	0.1%	126-052
High	125-310	126-000	0-010	0.0%	126-088
Low	125-278	125-280	0-002	0.0%	125-222
Close	125-298	125-305	0-008	0.0%	125-268
Range	0-032	0-040	0-008	23.1%	0-185
ATR	0-048	0-048	-0-001	-1.2%	0-000
Volume	19,677	112,239	92,562	470.4%	91,977

Daily Pivots for day following 19-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-102	126-083	126-007
R3	126-062	126-043	125-316
R2	126-022	126-022	125-312
R1	126-003	126-003	125-309	125-312
PP	125-302	125-302	125-302	125-296
S1	125-283	125-283	125-301	125-272
S2	125-262	125-262	125-298
S3	125-222	125-243	125-294
S4	125-182	125-203	125-283

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	126-000	125-222	0-098	0.2%	0-046	0.1%	85%	True	False	34,617
10	126-118	125-222	0-215	0.5%	0-055	0.1%	38%	False	False	24,397
20	126-125	125-222	0-222	0.6%	0-048	0.1%	37%	False	False	13,490

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	0-010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-170
2.618	126-105
1.618	126-065
1.000	126-040
0.618	126-025
HIGH	126-000
0.618	125-305
0.500	125-300
0.382	125-295
LOW	125-280
0.618	125-255
1.000	125-240
1.618	125-215
2.618	125-175
4.250	125-110

Fisher Pivots for day following 19-Aug-2020
Pivot	1 day	3 day
R1	125-303	125-302
PP	125-302	125-300
S1	125-300	125-298

Download as Excel Spreadsheet

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

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