ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 11-May-2020

Day Change Summary
	Previous	Current
	08-May-2020	11-May-2020	Change	Change %	Previous Week
Open	125-190	125-140	-0-050	-0.1%	125-112
High	125-250	125-178	-0-072	-0.2%	125-250
Low	125-138	125-095	-0-042	-0.1%	125-015
Close	125-155	125-098	-0-058	-0.1%	125-155
Range	0-112	0-082	-0-030	-26.7%	0-235
ATR	0-084	0-084	0-000	-0.2%	0-000
Volume	32,202	67,990	35,788	111.1%	123,260

Daily Pivots for day following 11-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-051	125-317	125-143
R3	125-288	125-234	125-120
R2	125-206	125-206	125-113
R1	125-152	125-152	125-105	125-138
PP	125-123	125-123	125-123	125-116
S1	125-069	125-069	125-090	125-055
S2	125-041	125-041	125-082
S3	124-278	124-307	125-075
S4	124-196	124-224	125-052

Weekly Pivots for week ending 08-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	127-205	127-095	125-284
R3	126-290	126-180	125-220
R2	126-055	126-055	125-198
R1	125-265	125-265	125-177	126-000
PP	125-140	125-140	125-140	125-168
S1	125-030	125-030	125-133	125-085
S2	124-225	124-225	125-112
S3	123-310	124-115	125-090
S4	123-075	123-200	125-026

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-250	125-015	0-235	0.6%	0-092	0.2%	35%	False	False	36,718
10	125-250	125-012	0-238	0.6%	0-080	0.2%	36%	False	False	20,909
20	125-250	124-242	1-008	0.8%	0-082	0.2%	53%	False	False	12,819

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	0-024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-208
2.618	126-073
1.618	125-311
1.000	125-260
0.618	125-228
HIGH	125-178
0.618	125-146
0.500	125-136
0.382	125-127
LOW	125-095
0.618	125-044
1.000	125-012
1.618	124-282
2.618	124-199
4.250	124-064

Fisher Pivots for day following 11-May-2020
Pivot	1 day	3 day
R1	125-136	125-154
PP	125-123	125-135
S1	125-110	125-116

Download as Excel Spreadsheet

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

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