ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 08-Sep-2020

Day Change Summary
	Previous	Current
	04-Sep-2020	08-Sep-2020	Change	Change %	Previous Week
Open	126-028	125-275	-0-072	-0.2%	126-000
High	126-042	126-010	-0-032	-0.1%	126-065
Low	125-255	125-275	0-020	0.0%	125-255
Close	125-260	125-312	0-052	0.1%	125-260
Range	0-108	0-055	-0-052	-48.8%	0-130
ATR	0-057	0-058	0-001	1.6%	0-000
Volume	752,247	674,419	-77,828	-10.3%	3,491,211

Daily Pivots for day following 08-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-151	126-127	126-023
R3	126-096	126-072	126-008
R2	126-041	126-041	126-003
R1	126-017	126-017	125-318	126-029
PP	125-306	125-306	125-306	125-312
S1	125-282	125-282	125-307	125-294
S2	125-251	125-251	125-302
S3	125-196	125-227	125-297
S4	125-141	125-172	125-282

Weekly Pivots for week ending 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	127-050	126-285	126-012
R3	126-240	126-155	125-296
R2	126-110	126-110	125-284
R1	126-025	126-025	125-272	126-002
PP	125-300	125-300	125-300	125-289
S1	125-215	125-215	125-248	125-192
S2	125-170	125-170	125-236
S3	125-040	125-085	125-224
S4	124-230	124-275	125-188

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-065	125-255	0-130	0.3%	0-061	0.2%	44%	False	False	634,506
10	126-065	125-218	0-168	0.4%	0-065	0.2%	57%	False	False	1,034,948
20	126-065	125-218	0-168	0.4%	0-059	0.1%	57%	False	False	585,121
40	126-125	125-218	0-228	0.6%	0-049	0.1%	42%	False	False	294,024

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-244
2.618	126-154
1.618	126-099
1.000	126-065
0.618	126-044
HIGH	126-010
0.618	125-309
0.500	125-302
0.382	125-296
LOW	125-275
0.618	125-241
1.000	125-220
1.618	125-186
2.618	125-131
4.250	125-041

Fisher Pivots for day following 08-Sep-2020
Pivot	1 day	3 day
R1	125-309	126-000
PP	125-306	125-318
S1	125-302	125-315

Download as Excel Spreadsheet

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

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