ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 31-Aug-2020

Day Change Summary
	Previous	Current
	28-Aug-2020	31-Aug-2020	Change	Change %	Previous Week
Open	125-238	126-000	0-082	0.2%	125-318
High	126-005	126-018	0-012	0.0%	126-010
Low	125-218	125-295	0-078	0.2%	125-218
Close	125-318	126-010	0-012	0.0%	125-318
Range	0-108	0-042	-0-065	-60.5%	0-112
ATR	0-055	0-054	-0-001	-1.6%	0-000
Volume	1,006,179	993,097	-13,082	-1.3%	6,994,075

Daily Pivots for day following 31-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-128	126-112	126-033
R3	126-086	126-069	126-022
R2	126-043	126-043	126-018
R1	126-027	126-027	126-014	126-035
PP	126-001	126-001	126-001	126-005
S1	125-304	125-304	126-006	125-312
S2	125-278	125-278	126-002
S3	125-236	125-262	125-318
S4	125-193	125-219	125-307

Weekly Pivots for week ending 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-306	126-264	126-059
R3	126-193	126-152	126-028
R2	126-081	126-081	126-018
R1	126-039	126-039	126-008	126-054
PP	125-288	125-288	125-288	125-296
S1	125-247	125-247	125-307	125-261
S2	125-176	125-176	125-297
S3	125-063	125-134	125-287
S4	124-271	125-022	125-256

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-018	125-218	0-120	0.3%	0-070	0.2%	94%	True	False	1,435,391
10	126-028	125-218	0-130	0.3%	0-055	0.1%	87%	False	False	843,992
20	126-125	125-218	0-228	0.6%	0-056	0.1%	49%	False	False	427,851

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	126-198
2.618	126-129
1.618	126-086
1.000	126-060
0.618	126-044
HIGH	126-018
0.618	126-001
0.500	125-316
0.382	125-311
LOW	125-295
0.618	125-269
1.000	125-252
1.618	125-226
2.618	125-184
4.250	125-114

Fisher Pivots for day following 31-Aug-2020
Pivot	1 day	3 day
R1	126-005	125-312
PP	126-001	125-295
S1	125-316	125-278

Download as Excel Spreadsheet

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

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