ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 22-Sep-2020

Day Change Summary
	Previous	Current
	21-Sep-2020	22-Sep-2020	Change	Change %	Previous Week
Open	125-305	126-005	0-020	0.0%	126-025
High	126-030	126-025	-0-005	0.0%	126-038
Low	125-305	125-318	0-012	0.0%	125-292
Close	126-005	126-022	0-018	0.0%	125-312
Range	0-045	0-028	-0-018	-38.9%	0-065
ATR	0-050	0-048	-0-002	-3.2%	0-000
Volume	456,153	463,526	7,373	1.6%	2,218,742

Daily Pivots for day following 22-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-098	126-088	126-038
R3	126-070	126-060	126-030
R2	126-042	126-042	126-028
R1	126-032	126-032	126-025	126-038
PP	126-015	126-015	126-015	126-018
S1	126-005	126-005	126-020	126-010
S2	125-308	125-308	126-017
S3	125-280	125-298	126-015
S4	125-252	125-270	126-007

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%	0-042	0.1%	77%	False	False	482,124
10	126-038	125-285	0-072	0.2%	0-040	0.1%	79%	False	False	491,907
20	126-065	125-218	0-168	0.4%	0-053	0.1%	75%	False	False	763,427
40	126-125	125-218	0-228	0.6%	0-052	0.1%	55%	False	False	416,529

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	126-142
2.618	126-097
1.618	126-069
1.000	126-052
0.618	126-042
HIGH	126-025
0.618	126-014
0.500	126-011
0.382	126-008
LOW	125-318
0.618	125-301
1.000	125-290
1.618	125-273
2.618	125-246
4.250	125-201

Fisher Pivots for day following 22-Sep-2020
Pivot	1 day	3 day
R1	126-019	126-017
PP	126-015	126-011
S1	126-011	126-005

Download as Excel Spreadsheet

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

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