ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 15-Sep-2020

Day Change Summary
	Previous	Current
	14-Sep-2020	15-Sep-2020	Change	Change %	Previous Week
Open	126-025	126-012	-0-012	0.0%	125-275
High	126-035	126-015	-0-020	0.0%	126-032
Low	126-005	125-312	-0-012	0.0%	125-275
Close	126-012	126-000	-0-012	0.0%	126-025
Range	0-030	0-022	-0-008	-25.0%	0-078
ATR	0-054	0-052	-0-002	-4.2%	0-000
Volume	374,980	352,819	-22,161	-5.9%	2,455,068

Daily Pivots for day following 15-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-070	126-058	126-012
R3	126-048	126-035	126-006
R2	126-025	126-025	126-004
R1	126-012	126-012	126-002	126-008
PP	126-002	126-002	126-002	126-000
S1	125-310	125-310	125-318	125-305
S2	125-300	125-300	125-316
S3	125-278	125-288	125-314
S4	125-255	125-265	125-308

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-237	126-208	126-068
R3	126-159	126-131	126-046
R2	126-082	126-082	126-039
R1	126-053	126-053	126-032	126-068
PP	126-004	126-004	126-004	126-011
S1	125-296	125-296	126-018	125-310
S2	125-247	125-247	126-011
S3	125-169	125-218	126-004
S4	125-092	125-141	125-302

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-035	125-285	0-070	0.2%	0-038	0.1%	50%	False	False	501,689
10	126-065	125-255	0-130	0.3%	0-050	0.1%	50%	False	False	568,098
20	126-065	125-218	0-168	0.4%	0-052	0.1%	61%	False	False	706,045
40	126-125	125-218	0-228	0.6%	0-050	0.1%	45%	False	False	356,576

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	0-012
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	126-111
2.618	126-074
1.618	126-051
1.000	126-038
0.618	126-029
HIGH	126-015
0.618	126-006
0.500	126-004
0.382	126-001
LOW	125-312
0.618	125-299
1.000	125-290
1.618	125-276
2.618	125-254
4.250	125-217

Fisher Pivots for day following 15-Sep-2020
Pivot	1 day	3 day
R1	126-004	126-010
PP	126-002	126-007
S1	126-001	126-003

Download as Excel Spreadsheet

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

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