ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 10-Sep-2020

Day Change Summary
	Previous	Current
	09-Sep-2020	10-Sep-2020	Change	Change %	Previous Week
Open	126-002	125-300	-0-022	-0.1%	126-000
High	126-018	126-010	-0-008	0.0%	126-065
Low	125-290	125-285	-0-005	0.0%	125-255
Close	125-305	126-005	0-020	0.0%	125-260
Range	0-048	0-045	-0-002	-5.3%	0-130
ATR	0-057	0-056	-0-001	-1.5%	0-000
Volume	663,559	615,910	-47,649	-7.2%	3,491,211

Daily Pivots for day following 10-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-128	126-112	126-030
R3	126-083	126-067	126-017
R2	126-038	126-038	126-013
R1	126-022	126-022	126-009	126-030
PP	125-313	125-313	125-313	125-318
S1	125-297	125-297	126-001	125-305
S2	125-268	125-268	125-317
S3	125-223	125-252	125-313
S4	125-178	125-207	125-300

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%	0-064	0.2%	54%	False	False	650,086
10	126-065	125-218	0-168	0.4%	0-064	0.2%	64%	False	False	779,306
20	126-065	125-218	0-168	0.4%	0-055	0.1%	64%	False	False	646,654
40	126-125	125-218	0-228	0.6%	0-050	0.1%	47%	False	False	325,968

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-018
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	126-201
2.618	126-128
1.618	126-083
1.000	126-055
0.618	126-038
HIGH	126-010
0.618	125-313
0.500	125-308
0.382	125-302
LOW	125-285
0.618	125-257
1.000	125-240
1.618	125-212
2.618	125-167
4.250	125-094

Fisher Pivots for day following 10-Sep-2020
Pivot	1 day	3 day
R1	125-319	125-319
PP	125-313	125-312
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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