ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 14-May-2020

Day Change Summary
	Previous	Current
	13-May-2020	14-May-2020	Change	Change %	Previous Week
Open	125-160	125-175	0-015	0.0%	125-112
High	125-195	125-218	0-022	0.1%	125-250
Low	125-148	125-165	0-018	0.0%	125-015
Close	125-175	125-200	0-025	0.1%	125-155
Range	0-048	0-052	0-005	10.5%	0-235
ATR	0-083	0-080	-0-002	-2.6%	0-000
Volume	93,943	73,532	-20,411	-21.7%	123,260

Daily Pivots for day following 14-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-032	126-008	125-229
R3	125-299	125-276	125-214
R2	125-247	125-247	125-210
R1	125-223	125-223	125-205	125-235
PP	125-194	125-194	125-194	125-200
S1	125-171	125-171	125-195	125-182
S2	125-142	125-142	125-190
S3	125-089	125-118	125-186
S4	125-037	125-066	125-171

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	125-075	0-175	0.4%	0-076	0.2%	71%	False	False	69,876
10	125-250	125-015	0-235	0.6%	0-078	0.2%	79%	False	False	44,432
20	125-250	125-012	0-238	0.6%	0-076	0.2%	79%	False	False	24,123

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	0-023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-121
2.618	126-035
1.618	125-302
1.000	125-270
0.618	125-250
HIGH	125-218
0.618	125-197
0.500	125-191
0.382	125-185
LOW	125-165
0.618	125-133
1.000	125-112
1.618	125-080
2.618	125-028
4.250	124-262

Fisher Pivots for day following 14-May-2020
Pivot	1 day	3 day
R1	125-197	125-182
PP	125-194	125-164
S1	125-191	125-146

Download as Excel Spreadsheet

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

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