ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 15-May-2020

Day Change Summary
	Previous	Current
	14-May-2020	15-May-2020	Change	Change %	Previous Week
Open	125-175	125-188	0-012	0.0%	125-140
High	125-218	125-232	0-015	0.0%	125-232
Low	125-165	125-175	0-010	0.0%	125-075
Close	125-200	125-188	-0-012	0.0%	125-188
Range	0-052	0-058	0-005	9.5%	0-158
ATR	0-080	0-079	-0-002	-2.0%	0-000
Volume	73,532	108,614	35,082	47.7%	425,795

Daily Pivots for day following 15-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-051	126-017	125-219
R3	125-313	125-279	125-203
R2	125-256	125-256	125-198
R1	125-222	125-222	125-193	125-216
PP	125-198	125-198	125-198	125-196
S1	125-164	125-164	125-182	125-159
S2	125-141	125-141	125-177
S3	125-083	125-107	125-172
S4	125-026	125-049	125-156

Weekly Pivots for week ending 15-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-318	126-250	125-274
R3	126-160	126-092	125-231
R2	126-002	126-002	125-216
R1	125-255	125-255	125-202	125-289
PP	125-165	125-165	125-165	125-182
S1	125-098	125-098	125-173	125-131
S2	125-008	125-008	125-159
S3	124-170	124-260	125-144
S4	124-012	124-102	125-101

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-232	125-075	0-158	0.4%	0-066	0.2%	71%	True	False	85,159
10	125-250	125-015	0-235	0.6%	0-076	0.2%	73%	False	False	54,905
20	125-250	125-012	0-238	0.6%	0-071	0.2%	74%	False	False	29,436

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	0-021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-157
2.618	126-063
1.618	126-006
1.000	125-290
0.618	125-268
HIGH	125-232
0.618	125-211
0.500	125-204
0.382	125-197
LOW	125-175
0.618	125-139
1.000	125-118
1.618	125-082
2.618	125-024
4.250	124-251

Fisher Pivots for day following 15-May-2020
Pivot	1 day	3 day
R1	125-204	125-190
PP	125-198	125-189
S1	125-193	125-188

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols