ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 27-Aug-2020

Day Change Summary
	Previous	Current
	26-Aug-2020	27-Aug-2020	Change	Change %	Previous Week
Open	125-278	125-280	0-002	0.0%	125-275
High	125-282	126-008	0-045	0.1%	126-028
Low	125-238	125-238	0-000	0.0%	125-275
Close	125-278	125-250	-0-028	-0.1%	125-310
Range	0-045	0-090	0-045	100.0%	0-072
ATR	0-048	0-051	0-003	6.4%	0-000
Volume	2,022,904	1,341,784	-681,120	-33.7%	466,644

Daily Pivots for day following 27-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-222	126-166	125-300
R3	126-132	126-076	125-275
R2	126-042	126-042	125-266
R1	125-306	125-306	125-258	125-289
PP	125-272	125-272	125-272	125-263
S1	125-216	125-216	125-242	125-199
S2	125-182	125-182	125-234
S3	125-092	125-126	125-225
S4	125-002	125-036	125-200

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%	0-056	0.1%	13%	False	False	1,244,807
10	126-028	125-222	0-125	0.3%	0-048	0.1%	22%	False	False	646,419
20	126-125	125-222	0-222	0.6%	0-053	0.1%	12%	False	False	328,089

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 12 trading days

Fibonacci Retracements and Extensions
4.250	127-070
2.618	126-243
1.618	126-153
1.000	126-098
0.618	126-063
HIGH	126-008
0.618	125-293
0.500	125-282
0.382	125-272
LOW	125-238
0.618	125-182
1.000	125-148
1.618	125-092
2.618	125-002
4.250	124-175

Fisher Pivots for day following 27-Aug-2020
Pivot	1 day	3 day
R1	125-282	125-281
PP	125-272	125-271
S1	125-261	125-260

Download as Excel Spreadsheet

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

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