ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 18-Sep-2020

Day Change Summary
	Previous	Current
	17-Sep-2020	18-Sep-2020	Change	Change %	Previous Week
Open	125-302	125-312	0-010	0.0%	126-025
High	126-038	126-012	-0-025	-0.1%	126-038
Low	125-302	125-300	-0-002	0.0%	125-292
Close	126-002	125-312	-0-010	0.0%	125-312
Range	0-055	0-032	-0-022	-40.9%	0-065
ATR	0-052	0-050	-0-001	-2.6%	0-000
Volume	550,207	403,640	-146,567	-26.6%	2,218,742

Daily Pivots for day following 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-092	126-075	126-010
R3	126-060	126-042	126-001
R2	126-028	126-028	125-318
R1	126-010	126-010	125-315	126-009
PP	125-315	125-315	125-315	125-314
S1	125-298	125-298	125-310	125-296
S2	125-282	125-282	125-307
S3	125-250	125-265	125-304
S4	125-218	125-232	125-295

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-196	126-159	126-028
R3	126-131	126-094	126-010
R2	126-066	126-066	126-004
R1	126-029	126-029	125-318	126-015
PP	126-001	126-001	126-001	125-314
S1	125-284	125-284	125-307	125-270
S2	125-256	125-256	125-301
S3	125-191	125-219	125-295
S4	125-126	125-154	125-277

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-038	125-292	0-065	0.2%	0-038	0.1%	31%	False	False	443,748
10	126-042	125-255	0-108	0.3%	0-049	0.1%	53%	False	False	542,605
20	126-065	125-218	0-168	0.4%	0-053	0.1%	57%	False	False	769,761
40	126-125	125-218	0-228	0.6%	0-051	0.1%	42%	False	False	393,631

Crabel Price Patterns
NR	True
NR4	False
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	0-010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-151
2.618	126-098
1.618	126-065
1.000	126-045
0.618	126-033
HIGH	126-012
0.618	126-000
0.500	125-316
0.382	125-312
LOW	125-300
0.618	125-280
1.000	125-268
1.618	125-247
2.618	125-215
4.250	125-162

Fisher Pivots for day following 18-Sep-2020
Pivot	1 day	3 day
R1	125-316	126-005
PP	125-315	126-001
S1	125-314	125-317

Download as Excel Spreadsheet

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

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