ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 28-Sep-2020

Day Change Summary
	Previous	Current
	25-Sep-2020	28-Sep-2020	Change	Change %	Previous Week
Open	126-005	126-022	0-018	0.0%	125-305
High	126-038	126-032	-0-005	0.0%	126-038
Low	125-318	126-005	0-008	0.0%	125-305
Close	126-022	126-020	-0-002	0.0%	126-022
Range	0-040	0-028	-0-012	-31.3%	0-052
ATR	0-045	0-044	-0-001	-2.8%	0-000
Volume	427,251	405,648	-21,603	-5.1%	2,414,051

Daily Pivots for day following 28-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-102	126-088	126-035
R3	126-074	126-061	126-028
R2	126-047	126-047	126-025
R1	126-033	126-033	126-023	126-026
PP	126-019	126-019	126-019	126-016
S1	126-006	126-006	126-017	125-319
S2	125-312	125-312	126-015
S3	125-284	125-298	126-012
S4	125-257	125-271	126-005

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	125-310	0-048	0.1%	0-031	0.1%	63%	False	False	472,709
10	126-038	125-292	0-065	0.2%	0-036	0.1%	73%	False	False	466,346
20	126-065	125-255	0-130	0.3%	0-044	0.1%	65%	False	False	549,236
40	126-125	125-218	0-228	0.6%	0-050	0.1%	54%	False	False	463,743

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-149
2.618	126-104
1.618	126-077
1.000	126-060
0.618	126-049
HIGH	126-032
0.618	126-022
0.500	126-019
0.382	126-016
LOW	126-005
0.618	125-308
1.000	125-298
1.618	125-281
2.618	125-253
4.250	125-208

Fisher Pivots for day following 28-Sep-2020
Pivot	1 day	3 day
R1	126-020	126-019
PP	126-019	126-018
S1	126-019	126-018

Download as Excel Spreadsheet

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

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