ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 20-Aug-2020

Day Change Summary
	Previous	Current
	19-Aug-2020	20-Aug-2020	Change	Change %	Previous Week
Open	125-308	125-298	-0-010	0.0%	126-052
High	126-000	126-015	0-015	0.0%	126-088
Low	125-280	125-292	0-012	0.0%	125-222
Close	125-305	126-000	0-015	0.0%	125-268
Range	0-040	0-042	0-002	6.3%	0-185
ATR	0-048	0-047	0-000	-0.8%	0-000
Volume	112,239	84,690	-27,549	-24.5%	91,977

Daily Pivots for day following 20-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-123	126-104	126-023
R3	126-081	126-062	126-012
R2	126-038	126-038	126-008
R1	126-019	126-019	126-004	126-029
PP	125-316	125-316	125-316	126-001
S1	125-297	125-297	125-316	125-306
S2	125-273	125-273	125-312
S3	125-231	125-254	125-308
S4	125-188	125-212	125-297

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	126-015	125-222	0-112	0.3%	0-040	0.1%	87%	True	False	48,031
10	126-100	125-222	0-198	0.5%	0-054	0.1%	49%	False	False	32,531
20	126-125	125-222	0-222	0.6%	0-050	0.1%	44%	False	False	17,501

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-011
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-196
2.618	126-126
1.618	126-084
1.000	126-058
0.618	126-041
HIGH	126-015
0.618	125-319
0.500	125-314
0.382	125-309
LOW	125-292
0.618	125-266
1.000	125-250
1.618	125-224
2.618	125-181
4.250	125-112

Fisher Pivots for day following 20-Aug-2020
Pivot	1 day	3 day
R1	125-318	125-315
PP	125-316	125-311
S1	125-314	125-306

Download as Excel Spreadsheet

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

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