ECBOT 5 Year T-Note Future September 2020

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

Day Change Summary
	Previous	Current
	28-Apr-2020	29-Apr-2020	Change	Change %	Previous Week
Open	125-078	125-095	0-018	0.0%	125-122
High	125-092	125-125	0-032	0.1%	125-195
Low	125-012	125-068	0-055	0.1%	125-048
Close	125-080	125-090	0-010	0.0%	125-090
Range	0-080	0-058	-0-022	-28.1%	0-148
ATR
Volume	4,065	6,796	2,731	67.2%	13,999

Daily Pivots for day following 29-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	125-267	125-236	125-122
R3	125-209	125-178	125-106
R2	125-152	125-152	125-101
R1	125-121	125-121	125-095	125-108
PP	125-094	125-094	125-094	125-088
S1	125-063	125-063	125-085	125-050
S2	125-037	125-037	125-079
S3	124-299	125-006	125-074
S4	124-242	124-268	125-058

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	125-125	125-012	0-112	0.3%	0-056	0.1%	69%	True	False	5,146
10	125-195	125-012	0-182	0.5%	0-074	0.2%	42%	False	False	3,649

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-049
2.618	125-276
1.618	125-218
1.000	125-182
0.618	125-161
HIGH	125-125
0.618	125-103
0.500	125-096
0.382	125-089
LOW	125-068
0.618	125-032
1.000	125-010
1.618	124-294
2.618	124-237
4.250	124-143

Fisher Pivots for day following 29-Apr-2020
Pivot	1 day	3 day
R1	125-096	125-083
PP	125-094	125-076
S1	125-092	125-069

Download as Excel Spreadsheet

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

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