ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 25-Sep-2020

Day Change Summary
	Previous	Current
	24-Sep-2020	25-Sep-2020	Change	Change %	Previous Week
Open	126-000	126-005	0-005	0.0%	125-305
High	126-018	126-038	0-020	0.0%	126-038
Low	125-318	125-318	0-000	0.0%	125-305
Close	126-008	126-022	0-015	0.0%	126-022
Range	0-020	0-040	0-020	100.0%	0-052
ATR	0-046	0-045	0-000	-0.9%	0-000
Volume	531,339	427,251	-104,088	-19.6%	2,414,051

Daily Pivots for day following 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-139	126-121	126-044
R3	126-099	126-081	126-034
R2	126-059	126-059	126-030
R1	126-041	126-041	126-026	126-050
PP	126-019	126-019	126-019	126-024
S1	126-001	126-001	126-019	126-010
S2	125-299	125-299	126-015
S3	125-259	125-281	126-012
S4	125-219	125-241	126-000

Weekly Pivots for week ending 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-172	126-150	126-051
R3	126-120	126-098	126-037
R2	126-068	126-068	126-032
R1	126-045	126-045	126-027	126-056
PP	126-015	126-015	126-015	126-021
S1	125-312	125-312	126-018	126-004
S2	125-282	125-282	126-013
S3	125-230	125-260	126-008
S4	125-178	125-208	125-314

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-038	125-305	0-052	0.1%	0-034	0.1%	71%	True	False	482,810
10	126-038	125-292	0-065	0.2%	0-036	0.1%	77%	True	False	463,279
20	126-065	125-218	0-168	0.4%	0-048	0.1%	75%	False	False	579,262
40	126-125	125-218	0-228	0.6%	0-050	0.1%	55%	False	False	453,675

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-208
2.618	126-142
1.618	126-102
1.000	126-078
0.618	126-062
HIGH	126-038
0.618	126-022
0.500	126-018
0.382	126-013
LOW	125-318
0.618	125-293
1.000	125-278
1.618	125-253
2.618	125-213
4.250	125-148

Fisher Pivots for day following 25-Sep-2020
Pivot	1 day	3 day
R1	126-021	126-020
PP	126-019	126-017
S1	126-018	126-014

Download as Excel Spreadsheet

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

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