ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 13-May-2020

Day Change Summary
	Previous	Current
	12-May-2020	13-May-2020	Change	Change %	Previous Week
Open	125-105	125-160	0-055	0.1%	125-112
High	125-162	125-195	0-032	0.1%	125-250
Low	125-075	125-148	0-072	0.2%	125-015
Close	125-138	125-175	0-038	0.1%	125-155
Range	0-088	0-048	-0-040	-45.7%	0-235
ATR	0-085	0-083	-0-002	-2.3%	0-000
Volume	81,716	93,943	12,227	15.0%	123,260

Daily Pivots for day following 13-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	125-315	125-292	125-201
R3	125-268	125-245	125-188
R2	125-220	125-220	125-184
R1	125-198	125-198	125-179	125-209
PP	125-172	125-172	125-172	125-178
S1	125-150	125-150	125-171	125-161
S2	125-125	125-125	125-166
S3	125-078	125-102	125-162
S4	125-030	125-055	125-149

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	125-058	0-192	0.5%	0-096	0.2%	61%	False	False	60,128
10	125-250	125-015	0-235	0.6%	0-080	0.2%	68%	False	False	37,389
20	125-250	125-012	0-238	0.6%	0-077	0.2%	68%	False	False	20,519

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 13 trading days

Fibonacci Retracements and Extensions
4.250	126-077
2.618	125-319
1.618	125-272
1.000	125-242
0.618	125-224
HIGH	125-195
0.618	125-177
0.500	125-171
0.382	125-166
LOW	125-148
0.618	125-118
1.000	125-100
1.618	125-071
2.618	125-023
4.250	124-266

Fisher Pivots for day following 13-May-2020
Pivot	1 day	3 day
R1	125-174	125-162
PP	125-172	125-148
S1	125-171	125-135

Download as Excel Spreadsheet

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

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