ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 30-Apr-2020

Day Change Summary
	Previous	Current
	29-Apr-2020	30-Apr-2020	Change	Change %	Previous Week
Open	125-095	125-092	-0-002	0.0%	125-122
High	125-125	125-145	0-020	0.0%	125-195
Low	125-068	125-070	0-002	0.0%	125-048
Close	125-090	125-112	0-022	0.1%	125-090
Range	0-058	0-075	0-018	30.4%	0-148
ATR	0-000	0-082	0-082		0-000
Volume	6,796	3,104	-3,692	-54.3%	13,999

Daily Pivots for day following 30-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-014	125-298	125-154
R3	125-259	125-223	125-133
R2	125-184	125-184	125-126
R1	125-148	125-148	125-119	125-166
PP	125-109	125-109	125-109	125-118
S1	125-073	125-073	125-106	125-091
S2	125-034	125-034	125-099
S3	124-279	124-318	125-092
S4	124-204	124-243	125-071

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	125-145	125-012	0-132	0.3%	0-062	0.2%	75%	True	False	5,077
10	125-195	125-012	0-182	0.5%	0-073	0.2%	55%	False	False	3,814

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	0-021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-144
2.618	126-021
1.618	125-266
1.000	125-220
0.618	125-191
HIGH	125-145
0.618	125-116
0.500	125-108
0.382	125-099
LOW	125-070
0.618	125-024
1.000	124-315
1.618	124-269
2.618	124-194
4.250	124-071

Fisher Pivots for day following 30-Apr-2020
Pivot	1 day	3 day
R1	125-111	125-101
PP	125-109	125-090
S1	125-108	125-079

Download as Excel Spreadsheet

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

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