ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 02-Sep-2020

Day Change Summary
	Previous	Current
	01-Sep-2020	02-Sep-2020	Change	Change %	Previous Week
Open	126-005	126-020	0-015	0.0%	125-318
High	126-025	126-028	0-002	0.0%	126-010
Low	125-298	125-318	0-020	0.0%	125-218
Close	126-022	126-018	-0-005	0.0%	125-318
Range	0-048	0-030	-0-018	-36.8%	0-112
ATR	0-053	0-052	-0-002	-3.1%	0-000
Volume	657,703	543,869	-113,834	-17.3%	6,994,075

Daily Pivots for day following 02-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-104	126-091	126-034
R3	126-074	126-061	126-026
R2	126-044	126-044	126-023
R1	126-031	126-031	126-020	126-022
PP	126-014	126-014	126-014	126-010
S1	126-001	126-001	126-015	125-312
S2	125-304	125-304	126-012
S3	125-274	125-291	126-009
S4	125-244	125-261	126-001

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	126-028	125-218	0-130	0.3%	0-064	0.2%	92%	True	False	908,526
10	126-028	125-218	0-130	0.3%	0-055	0.1%	92%	True	False	950,957
20	126-118	125-218	0-220	0.5%	0-055	0.1%	55%	False	False	487,677
40	126-125	125-218	0-228	0.6%	0-047	0.1%	53%	False	False	244,760

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-014
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	126-155
2.618	126-106
1.618	126-076
1.000	126-058
0.618	126-046
HIGH	126-028
0.618	126-016
0.500	126-012
0.382	126-009
LOW	125-318
0.618	125-299
1.000	125-288
1.618	125-269
2.618	125-239
4.250	125-190

Fisher Pivots for day following 02-Sep-2020
Pivot	1 day	3 day
R1	126-016	126-012
PP	126-014	126-007
S1	126-012	126-001

Download as Excel Spreadsheet

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

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