ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 04-May-2020

Day Change Summary
	Previous	Current
	01-May-2020	04-May-2020	Change	Change %	Previous Week
Open	125-105	125-112	0-008	0.0%	125-068
High	125-138	125-122	-0-015	0.0%	125-145
Low	125-062	125-070	0-008	0.0%	125-012
Close	125-068	125-092	0-025	0.1%	125-068
Range	0-075	0-052	-0-022	-30.0%	0-132
ATR	0-082	0-080	-0-002	-2.3%	0-000
Volume	3,879	7,656	3,777	97.4%	25,679

Daily Pivots for day following 04-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	125-252	125-225	125-121
R3	125-200	125-172	125-107
R2	125-148	125-148	125-102
R1	125-120	125-120	125-097	125-108
PP	125-095	125-095	125-095	125-089
S1	125-068	125-068	125-088	125-055
S2	125-042	125-042	125-083
S3	124-310	125-015	125-078
S4	124-258	124-282	125-064

Weekly Pivots for week ending 01-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-152	126-082	125-140
R3	126-020	125-270	125-104
R2	125-208	125-208	125-092
R1	125-138	125-138	125-080	125-134
PP	125-075	125-075	125-075	125-073
S1	125-005	125-005	125-055	125-001
S2	124-262	124-262	125-043
S3	124-130	124-192	125-031
S4	123-318	124-060	124-315

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%	0-068	0.2%	60%	False	False	5,100
10	125-195	125-012	0-182	0.5%	0-067	0.2%	44%	False	False	4,722

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	126-026
2.618	125-260
1.618	125-207
1.000	125-175
0.618	125-155
HIGH	125-122
0.618	125-102
0.500	125-096
0.382	125-090
LOW	125-070
0.618	125-038
1.000	125-018
1.618	124-305
2.618	124-253
4.250	124-167

Fisher Pivots for day following 04-May-2020
Pivot	1 day	3 day
R1	125-096	125-104
PP	125-095	125-100
S1	125-094	125-096

Download as Excel Spreadsheet

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

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