ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 24-Sep-2020

Day Change Summary
	Previous	Current
	23-Sep-2020	24-Sep-2020	Change	Change %	Previous Week
Open	126-010	126-000	-0-010	0.0%	126-025
High	126-030	126-018	-0-012	0.0%	126-038
Low	125-310	125-318	0-008	0.0%	125-292
Close	126-002	126-008	0-005	0.0%	125-312
Range	0-040	0-020	-0-020	-50.0%	0-065
ATR	0-048	0-046	-0-002	-4.1%	0-000
Volume	535,782	531,339	-4,443	-0.8%	2,218,742

Daily Pivots for day following 24-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-068	126-058	126-018
R3	126-048	126-038	126-013
R2	126-028	126-028	126-011
R1	126-018	126-018	126-009	126-022
PP	126-008	126-008	126-008	126-010
S1	125-318	125-318	126-006	126-002
S2	125-308	125-308	126-004
S3	125-288	125-298	126-002
S4	125-268	125-278	125-316

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	126-030	125-300	0-050	0.1%	0-033	0.1%	55%	False	False	478,088
10	126-038	125-292	0-065	0.2%	0-037	0.1%	54%	False	False	470,672
20	126-065	125-218	0-168	0.4%	0-050	0.1%	66%	False	False	624,989
40	126-125	125-218	0-228	0.6%	0-050	0.1%	48%	False	False	442,998

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-009
Narrowest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	126-102
2.618	126-070
1.618	126-050
1.000	126-038
0.618	126-030
HIGH	126-018
0.618	126-010
0.500	126-008
0.382	126-005
LOW	125-318
0.618	125-305
1.000	125-298
1.618	125-285
2.618	125-265
4.250	125-232

Fisher Pivots for day following 24-Sep-2020
Pivot	1 day	3 day
R1	126-008	126-010
PP	126-008	126-009
S1	126-008	126-008

Download as Excel Spreadsheet

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

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