ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 01-Sep-2020

Day Change Summary
	Previous	Current
	31-Aug-2020	01-Sep-2020	Change	Change %	Previous Week
Open	126-000	126-005	0-005	0.0%	125-318
High	126-018	126-025	0-008	0.0%	126-010
Low	125-295	125-298	0-002	0.0%	125-218
Close	126-010	126-022	0-012	0.0%	125-318
Range	0-042	0-048	0-005	11.8%	0-112
ATR	0-054	0-053	0-000	-0.8%	0-000
Volume	993,097	657,703	-335,394	-33.8%	6,994,075

Daily Pivots for day following 01-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-151	126-134	126-049
R3	126-103	126-087	126-036
R2	126-056	126-056	126-031
R1	126-039	126-039	126-027	126-048
PP	126-008	126-008	126-008	126-012
S1	125-312	125-312	126-018	126-000
S2	125-281	125-281	126-014
S3	125-233	125-264	126-009
S4	125-186	125-217	125-316

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	126-025	125-218	0-128	0.3%	0-066	0.2%	98%	True	False	1,204,333
10	126-028	125-218	0-130	0.3%	0-056	0.1%	96%	False	False	907,794
20	126-122	125-218	0-225	0.6%	0-056	0.1%	56%	False	False	460,626
40	126-125	125-218	0-228	0.6%	0-047	0.1%	55%	False	False	231,165

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-227
2.618	126-149
1.618	126-102
1.000	126-072
0.618	126-054
HIGH	126-025
0.618	126-007
0.500	126-001
0.382	125-316
LOW	125-298
0.618	125-268
1.000	125-250
1.618	125-221
2.618	125-173
4.250	125-096

Fisher Pivots for day following 01-Sep-2020
Pivot	1 day	3 day
R1	126-015	126-002
PP	126-008	125-302
S1	126-001	125-281

Download as Excel Spreadsheet

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

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