ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 20-May-2020

Day Change Summary
	Previous	Current
	19-May-2020	20-May-2020	Change	Change %	Previous Week
Open	125-072	125-150	0-078	0.2%	125-140
High	125-145	125-162	0-018	0.0%	125-232
Low	125-070	125-102	0-032	0.1%	125-075
Close	125-120	125-148	0-028	0.1%	125-188
Range	0-075	0-060	-0-015	-20.0%	0-158
ATR	0-083	0-081	-0-002	-2.0%	0-000
Volume	136,513	439,259	302,746	221.8%	425,795

Daily Pivots for day following 20-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	125-318	125-292	125-180
R3	125-258	125-232	125-164
R2	125-198	125-198	125-158
R1	125-172	125-172	125-153	125-155
PP	125-138	125-138	125-138	125-129
S1	125-112	125-112	125-142	125-095
S2	125-078	125-078	125-136
S3	125-018	125-052	125-131
S4	124-278	124-312	125-114

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	125-062	0-170	0.4%	0-078	0.2%	50%	False	False	181,671
10	125-250	125-058	0-192	0.5%	0-087	0.2%	47%	False	False	120,899
20	125-250	125-012	0-238	0.6%	0-074	0.2%	57%	False	False	65,399

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	0-020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-098
2.618	126-000
1.618	125-260
1.000	125-222
0.618	125-200
HIGH	125-162
0.618	125-140
0.500	125-132
0.382	125-125
LOW	125-102
0.618	125-065
1.000	125-042
1.618	125-005
2.618	124-265
4.250	124-168

Fisher Pivots for day following 20-May-2020
Pivot	1 day	3 day
R1	125-142	125-143
PP	125-138	125-139
S1	125-132	125-135

Download as Excel Spreadsheet

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

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