ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 09-Sep-2020

Day Change Summary
	Previous	Current
	08-Sep-2020	09-Sep-2020	Change	Change %	Previous Week
Open	125-275	126-002	0-048	0.1%	126-000
High	126-010	126-018	0-008	0.0%	126-065
Low	125-275	125-290	0-015	0.0%	125-255
Close	125-312	125-305	-0-008	0.0%	125-260
Range	0-055	0-048	-0-008	-13.6%	0-130
ATR	0-058	0-057	-0-001	-1.3%	0-000
Volume	674,419	663,559	-10,860	-1.6%	3,491,211

Daily Pivots for day following 09-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-133	126-107	126-011
R3	126-086	126-059	125-318
R2	126-038	126-038	125-314
R1	126-012	126-012	125-309	126-001
PP	125-311	125-311	125-311	125-306
S1	125-284	125-284	125-301	125-274
S2	125-263	125-263	125-296
S3	125-216	125-237	125-292
S4	125-168	125-189	125-279

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%	38%	False	False	635,677
10	126-065	125-218	0-168	0.4%	0-064	0.2%	52%	False	False	920,005
20	126-065	125-218	0-168	0.4%	0-056	0.1%	52%	False	False	617,138
40	126-125	125-218	0-228	0.6%	0-049	0.1%	38%	False	False	310,613

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0-016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-219
2.618	126-142
1.618	126-094
1.000	126-065
0.618	126-047
HIGH	126-018
0.618	125-319
0.500	125-314
0.382	125-308
LOW	125-290
0.618	125-261
1.000	125-242
1.618	125-213
2.618	125-166
4.250	125-088

Fisher Pivots for day following 09-Sep-2020
Pivot	1 day	3 day
R1	125-314	125-309
PP	125-311	125-308
S1	125-308	125-306

Download as Excel Spreadsheet

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

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