ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 21-Aug-2020

Day Change Summary
	Previous	Current
	20-Aug-2020	21-Aug-2020	Change	Change %	Previous Week
Open	125-298	125-312	0-015	0.0%	125-275
High	126-015	126-028	0-012	0.0%	126-028
Low	125-292	125-302	0-010	0.0%	125-275
Close	126-000	125-310	-0-010	0.0%	125-310
Range	0-042	0-045	0-002	5.9%	0-072
ATR	0-047	0-047	0-000	-0.3%	0-000
Volume	84,690	236,142	151,452	178.8%	466,644

Daily Pivots for day following 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-135	126-108	126-015
R3	126-090	126-062	126-002
R2	126-045	126-045	125-318
R1	126-018	126-018	125-314	126-009
PP	126-000	126-000	126-000	125-316
S1	125-292	125-292	125-306	125-284
S2	125-275	125-275	125-302
S3	125-230	125-248	125-298
S4	125-185	125-202	125-285

Weekly Pivots for week ending 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-208	126-172	126-030
R3	126-136	126-099	126-010
R2	126-063	126-063	126-003
R1	126-027	126-027	125-317	126-045
PP	125-311	125-311	125-311	126-000
S1	125-274	125-274	125-303	125-292
S2	125-238	125-238	125-297
S3	125-166	125-202	125-290
S4	125-093	125-129	125-270

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-028	125-275	0-072	0.2%	0-038	0.1%	48%	True	False	93,328
10	126-088	125-222	0-185	0.5%	0-053	0.1%	47%	False	False	55,862
20	126-125	125-222	0-222	0.6%	0-050	0.1%	39%	False	False	29,197

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	126-219
2.618	126-145
1.618	126-100
1.000	126-072
0.618	126-055
HIGH	126-028
0.618	126-010
0.500	126-005
0.382	126-000
LOW	125-302
0.618	125-275
1.000	125-258
1.618	125-230
2.618	125-185
4.250	125-111

Fisher Pivots for day following 21-Aug-2020
Pivot	1 day	3 day
R1	126-005	125-314
PP	126-000	125-312
S1	125-315	125-311

Download as Excel Spreadsheet

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

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