ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 22-May-2020

Day Change Summary
	Previous	Current
	21-May-2020	22-May-2020	Change	Change %	Previous Week
Open	125-132	125-142	0-010	0.0%	125-200
High	125-162	125-190	0-028	0.1%	125-208
Low	125-125	125-138	0-012	0.0%	125-062
Close	125-140	125-152	0-012	0.0%	125-152
Range	0-038	0-052	0-015	40.0%	0-145
ATR	0-078	0-076	-0-002	-2.4%	0-000
Volume	734,249	766,324	32,075	4.4%	2,226,782

Daily Pivots for day following 22-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	125-318	125-288	125-181
R3	125-265	125-235	125-167
R2	125-212	125-212	125-162
R1	125-182	125-182	125-157	125-198
PP	125-160	125-160	125-160	125-168
S1	125-130	125-130	125-148	125-145
S2	125-108	125-108	125-143
S3	125-055	125-078	125-138
S4	125-002	125-025	125-124

Weekly Pivots for week ending 22-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-256	126-189	125-232
R3	126-111	126-044	125-192
R2	125-286	125-286	125-179
R1	125-219	125-219	125-166	125-180
PP	125-141	125-141	125-141	125-121
S1	125-074	125-074	125-139	125-035
S2	124-316	124-316	125-126
S3	124-171	124-249	125-113
S4	124-026	124-104	125-073

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-208	125-062	0-145	0.4%	0-074	0.2%	62%	False	False	445,356
10	125-232	125-062	0-170	0.4%	0-070	0.2%	53%	False	False	265,257
20	125-250	125-012	0-238	0.6%	0-074	0.2%	59%	False	False	140,075

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	0-014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-093
2.618	126-007
1.618	125-275
1.000	125-242
0.618	125-222
HIGH	125-190
0.618	125-170
0.500	125-164
0.382	125-158
LOW	125-138
0.618	125-105
1.000	125-085
1.618	125-053
2.618	125-000
4.250	124-234

Fisher Pivots for day following 22-May-2020
Pivot	1 day	3 day
R1	125-164	125-150
PP	125-160	125-148
S1	125-156	125-146

Download as Excel Spreadsheet

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

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