ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 12-May-2020

Day Change Summary
	Previous	Current
	11-May-2020	12-May-2020	Change	Change %	Previous Week
Open	125-140	125-105	-0-035	-0.1%	125-112
High	125-178	125-162	-0-015	0.0%	125-250
Low	125-095	125-075	-0-020	0.0%	125-015
Close	125-098	125-138	0-040	0.1%	125-155
Range	0-082	0-088	0-005	6.1%	0-235
ATR	0-084	0-085	0-000	0.3%	0-000
Volume	67,990	81,716	13,726	20.2%	123,260

Daily Pivots for day following 12-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-068	126-030	125-186
R3	125-300	125-262	125-162
R2	125-212	125-212	125-154
R1	125-175	125-175	125-146	125-194
PP	125-125	125-125	125-125	125-134
S1	125-088	125-088	125-129	125-106
S2	125-038	125-038	125-121
S3	124-270	125-000	125-113
S4	124-182	124-232	125-089

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%	0-098	0.2%	52%	False	False	46,129
10	125-250	125-015	0-235	0.6%	0-081	0.2%	52%	False	False	28,674
20	125-250	125-010	0-240	0.6%	0-081	0.2%	53%	False	False	16,904

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	0-026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-214
2.618	126-072
1.618	125-304
1.000	125-250
0.618	125-217
HIGH	125-162
0.618	125-129
0.500	125-119
0.382	125-108
LOW	125-075
0.618	125-021
1.000	124-308
1.618	124-253
2.618	124-166
4.250	124-023

Fisher Pivots for day following 12-May-2020
Pivot	1 day	3 day
R1	125-131	125-162
PP	125-125	125-154
S1	125-119	125-146

Download as Excel Spreadsheet

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

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