ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 21-Sep-2020

Day Change Summary
	Previous	Current
	18-Sep-2020	21-Sep-2020	Change	Change %	Previous Week
Open	125-312	125-305	-0-008	0.0%	126-025
High	126-012	126-030	0-018	0.0%	126-038
Low	125-300	125-305	0-005	0.0%	125-292
Close	125-312	126-005	0-012	0.0%	125-312
Range	0-032	0-045	0-012	38.5%	0-065
ATR	0-050	0-050	0-000	-0.7%	0-000
Volume	403,640	456,153	52,513	13.0%	2,218,742

Daily Pivots for day following 21-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-142	126-118	126-030
R3	126-097	126-073	126-017
R2	126-052	126-052	126-013
R1	126-028	126-028	126-009	126-040
PP	126-007	126-007	126-007	126-012
S1	125-303	125-303	126-001	125-315
S2	125-282	125-282	125-317
S3	125-237	125-258	125-313
S4	125-192	125-213	125-300

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%	0-040	0.1%	50%	False	False	459,983
10	126-038	125-275	0-082	0.2%	0-043	0.1%	61%	False	False	512,996
20	126-065	125-218	0-168	0.4%	0-053	0.1%	64%	False	False	780,762
40	126-125	125-218	0-228	0.6%	0-052	0.1%	47%	False	False	404,980

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-221
2.618	126-148
1.618	126-103
1.000	126-075
0.618	126-058
HIGH	126-030
0.618	126-013
0.500	126-008
0.382	126-002
LOW	125-305
0.618	125-277
1.000	125-260
1.618	125-232
2.618	125-187
4.250	125-114

Fisher Pivots for day following 21-Sep-2020
Pivot	1 day	3 day
R1	126-008	126-009
PP	126-007	126-008
S1	126-006	126-006

Download as Excel Spreadsheet

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

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