ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 29-Sep-2020

Day Change Summary
	Previous	Current
	28-Sep-2020	29-Sep-2020	Change	Change %	Previous Week
Open	126-022	126-032	0-010	0.0%	125-305
High	126-032	126-045	0-012	0.0%	126-038
Low	126-005	126-022	0-018	0.0%	125-305
Close	126-020	126-042	0-022	0.1%	126-022
Range	0-028	0-022	-0-005	-18.2%	0-052
ATR	0-044	0-043	-0-001	-3.1%	0-000
Volume	405,648	481,476	75,828	18.7%	2,414,051

Daily Pivots for day following 29-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-104	126-096	126-055
R3	126-082	126-073	126-049
R2	126-059	126-059	126-047
R1	126-051	126-051	126-045	126-055
PP	126-037	126-037	126-037	126-039
S1	126-028	126-028	126-040	126-032
S2	126-014	126-014	126-038
S3	125-312	126-006	126-036
S4	125-289	125-303	126-030

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	126-045	125-310	0-055	0.1%	0-030	0.1%	95%	True	False	476,299
10	126-045	125-292	0-072	0.2%	0-036	0.1%	97%	True	False	479,211
20	126-065	125-255	0-130	0.3%	0-043	0.1%	83%	False	False	523,654
40	126-125	125-218	0-228	0.6%	0-050	0.1%	64%	False	False	475,753

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

Fibonacci Retracements and Extensions
4.250	126-141
2.618	126-104
1.618	126-081
1.000	126-068
0.618	126-059
HIGH	126-045
0.618	126-036
0.500	126-034
0.382	126-031
LOW	126-022
0.618	126-009
1.000	126-000
1.618	125-306
2.618	125-284
4.250	125-247

Fisher Pivots for day following 29-Sep-2020
Pivot	1 day	3 day
R1	126-040	126-035
PP	126-037	126-028
S1	126-034	126-021

Download as Excel Spreadsheet

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

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