ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 03-Sep-2020

Day Change Summary
	Previous	Current
	02-Sep-2020	03-Sep-2020	Change	Change %	Previous Week
Open	126-020	126-022	0-002	0.0%	125-318
High	126-028	126-065	0-038	0.1%	126-010
Low	125-318	126-000	0-002	0.0%	125-218
Close	126-018	126-050	0-032	0.1%	125-318
Range	0-030	0-065	0-035	116.7%	0-112
ATR	0-052	0-053	0-001	1.8%	0-000
Volume	543,869	544,295	426	0.1%	6,994,075

Daily Pivots for day following 03-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-233	126-207	126-086
R3	126-168	126-142	126-068
R2	126-103	126-103	126-062
R1	126-077	126-077	126-056	126-090
PP	126-038	126-038	126-038	126-045
S1	126-012	126-012	126-044	126-025
S2	125-293	125-293	126-038
S3	125-228	125-267	126-032
S4	125-163	125-202	126-014

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	126-065	125-218	0-168	0.4%	0-058	0.1%	91%	True	False	749,028
10	126-065	125-218	0-168	0.4%	0-058	0.1%	91%	True	False	996,918
20	126-100	125-218	0-202	0.5%	0-056	0.1%	75%	False	False	514,724
40	126-125	125-218	0-228	0.6%	0-047	0.1%	67%	False	False	258,360

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	127-021
2.618	126-235
1.618	126-170
1.000	126-130
0.618	126-105
HIGH	126-065
0.618	126-040
0.500	126-032
0.382	126-025
LOW	126-000
0.618	125-280
1.000	125-255
1.618	125-215
2.618	125-150
4.250	125-044

Fisher Pivots for day following 03-Sep-2020
Pivot	1 day	3 day
R1	126-044	126-040
PP	126-038	126-031
S1	126-032	126-021

Download as Excel Spreadsheet

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

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