ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 25-Aug-2020

Day Change Summary
	Previous	Current
	24-Aug-2020	25-Aug-2020	Change	Change %	Previous Week
Open	125-318	125-298	-0-020	0.0%	125-275
High	126-010	125-298	-0-032	-0.1%	126-028
Low	125-290	125-235	-0-055	-0.1%	125-275
Close	125-298	125-282	-0-015	0.0%	125-310
Range	0-040	0-062	0-022	56.3%	0-072
ATR	0-047	0-048	0-001	2.4%	0-000
Volume	810,217	1,812,991	1,002,774	123.8%	466,644

Daily Pivots for day following 25-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-139	126-113	125-317
R3	126-077	126-051	125-300
R2	126-014	126-014	125-294
R1	125-308	125-308	125-288	125-290
PP	125-272	125-272	125-272	125-262
S1	125-246	125-246	125-277	125-228
S2	125-209	125-209	125-271
S3	125-147	125-183	125-265
S4	125-084	125-121	125-248

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	125-235	0-112	0.3%	0-046	0.1%	42%	False	True	611,255
10	126-028	125-222	0-125	0.3%	0-048	0.1%	48%	False	False	314,272
20	126-125	125-222	0-222	0.6%	0-051	0.1%	27%	False	False	160,059

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	126-243
2.618	126-141
1.618	126-079
1.000	126-040
0.618	126-016
HIGH	125-298
0.618	125-274
0.500	125-266
0.382	125-259
LOW	125-235
0.618	125-196
1.000	125-172
1.618	125-134
2.618	125-071
4.250	124-289

Fisher Pivots for day following 25-Aug-2020
Pivot	1 day	3 day
R1	125-277	125-291
PP	125-272	125-288
S1	125-266	125-285

Download as Excel Spreadsheet

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

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