ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 24-Aug-2020

Day Change Summary
	Previous	Current
	21-Aug-2020	24-Aug-2020	Change	Change %	Previous Week
Open	125-312	125-318	0-005	0.0%	125-275
High	126-028	126-010	-0-018	0.0%	126-028
Low	125-302	125-290	-0-012	0.0%	125-275
Close	125-310	125-298	-0-012	0.0%	125-310
Range	0-045	0-040	-0-005	-11.1%	0-072
ATR	0-047	0-047	-0-001	-1.1%	0-000
Volume	236,142	810,217	574,075	243.1%	466,644

Daily Pivots for day following 24-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-106	126-082	126-000
R3	126-066	126-042	125-308
R2	126-026	126-026	125-305
R1	126-002	126-002	125-301	125-314
PP	125-306	125-306	125-306	125-302
S1	125-282	125-282	125-294	125-274
S2	125-266	125-266	125-290
S3	125-226	125-242	125-286
S4	125-186	125-202	125-276

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	125-278	0-070	0.2%	0-040	0.1%	29%	False	False	252,593
10	126-052	125-222	0-150	0.4%	0-052	0.1%	50%	False	False	135,293
20	126-125	125-222	0-222	0.6%	0-051	0.1%	34%	False	False	69,630

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-180
2.618	126-115
1.618	126-075
1.000	126-050
0.618	126-035
HIGH	126-010
0.618	125-315
0.500	125-310
0.382	125-305
LOW	125-290
0.618	125-265
1.000	125-250
1.618	125-225
2.618	125-185
4.250	125-120

Fisher Pivots for day following 24-Aug-2020
Pivot	1 day	3 day
R1	125-310	125-319
PP	125-306	125-312
S1	125-302	125-305

Download as Excel Spreadsheet

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

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