ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 27-Apr-2020

Day Change Summary
	Previous	Current
	24-Apr-2020	27-Apr-2020	Change	Change %	Previous Week
Open	125-070	125-068	-0-002	0.0%	125-122
High	125-098	125-070	-0-028	-0.1%	125-195
Low	125-058	125-015	-0-042	-0.1%	125-048
Close	125-090	125-022	-0-068	-0.2%	125-090
Range	0-040	0-055	0-015	37.5%	0-148
ATR
Volume	3,585	7,835	4,250	118.5%	13,999

Daily Pivots for day following 27-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	125-201	125-167	125-053
R3	125-146	125-112	125-038
R2	125-091	125-091	125-033
R1	125-057	125-057	125-028	125-046
PP	125-036	125-036	125-036	125-031
S1	125-002	125-002	125-017	124-311
S2	124-301	124-301	125-012
S3	124-246	124-267	125-007
S4	124-191	124-212	124-312

Weekly Pivots for week ending 24-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-233	126-149	125-171
R3	126-086	126-002	125-131
R2	125-258	125-258	125-117
R1	125-174	125-174	125-104	125-142
PP	125-111	125-111	125-111	125-095
S1	125-027	125-027	125-076	124-315
S2	124-283	124-283	125-063
S3	124-136	124-199	125-049
S4	123-308	124-052	125-009

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-195	125-015	0-180	0.4%	0-066	0.2%	4%	False	True	4,345
10	125-195	124-242	0-272	0.7%	0-083	0.2%	37%	False	False	4,729

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-304
2.618	125-214
1.618	125-159
1.000	125-125
0.618	125-104
HIGH	125-070
0.618	125-049
0.500	125-042
0.382	125-036
LOW	125-015
0.618	124-301
1.000	124-280
1.618	124-246
2.618	124-191
4.250	124-101

Fisher Pivots for day following 27-Apr-2020
Pivot	1 day	3 day
R1	125-042	125-056
PP	125-036	125-045
S1	125-029	125-034

Download as Excel Spreadsheet

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

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