ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 06-May-2020

Day Change Summary
	Previous	Current
	05-May-2020	06-May-2020	Change	Change %	Previous Week
Open	125-078	125-065	-0-012	0.0%	125-068
High	125-092	125-078	-0-015	0.0%	125-145
Low	125-035	125-015	-0-020	0.0%	125-012
Close	125-075	125-062	-0-012	0.0%	125-068
Range	0-058	0-062	0-005	8.7%	0-132
ATR	0-078	0-077	-0-001	-1.5%	0-000
Volume	34,665	23,947	-10,718	-30.9%	25,679

Daily Pivots for day following 06-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	125-239	125-213	125-097
R3	125-177	125-151	125-080
R2	125-114	125-114	125-074
R1	125-088	125-088	125-068	125-070
PP	125-052	125-052	125-052	125-042
S1	125-026	125-026	125-057	125-008
S2	124-309	124-309	125-051
S3	124-247	124-283	125-045
S4	124-184	124-221	125-028

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	125-015	0-130	0.3%	0-064	0.2%	37%	False	True	14,650
10	125-145	125-012	0-132	0.3%	0-060	0.2%	38%	False	False	9,898

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	0-016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-023
2.618	125-241
1.618	125-179
1.000	125-140
0.618	125-116
HIGH	125-078
0.618	125-054
0.500	125-046
0.382	125-039
LOW	125-015
0.618	124-296
1.000	124-272
1.618	124-234
2.618	124-171
4.250	124-069

Fisher Pivots for day following 06-May-2020
Pivot	1 day	3 day
R1	125-057	125-069
PP	125-052	125-067
S1	125-046	125-065

Download as Excel Spreadsheet

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

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