ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 26-May-2020

Day Change Summary
	Previous	Current
	22-May-2020	26-May-2020	Change	Change %	Previous Week
Open	125-142	125-155	0-012	0.0%	125-200
High	125-190	125-160	-0-030	-0.1%	125-208
Low	125-138	125-090	-0-048	-0.1%	125-062
Close	125-152	125-125	-0-028	-0.1%	125-152
Range	0-052	0-070	0-018	33.3%	0-145
ATR	0-076	0-076	0-000	-0.6%	0-000
Volume	766,324	2,301,327	1,535,003	200.3%	2,226,782

Daily Pivots for day following 26-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-015	125-300	125-164
R3	125-265	125-230	125-144
R2	125-195	125-195	125-138
R1	125-160	125-160	125-131	125-142
PP	125-125	125-125	125-125	125-116
S1	125-090	125-090	125-119	125-072
S2	125-055	125-055	125-112
S3	124-305	125-020	125-106
S4	124-235	124-270	125-086

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	125-190	125-070	0-120	0.3%	0-059	0.1%	46%	False	False	875,534
10	125-232	125-062	0-170	0.4%	0-068	0.2%	37%	False	False	488,591
20	125-250	125-012	0-238	0.6%	0-074	0.2%	47%	False	False	254,750

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-138
2.618	126-023
1.618	125-273
1.000	125-230
0.618	125-203
HIGH	125-160
0.618	125-133
0.500	125-125
0.382	125-117
LOW	125-090
0.618	125-047
1.000	125-020
1.618	124-297
2.618	124-227
4.250	124-112

Fisher Pivots for day following 26-May-2020
Pivot	1 day	3 day
R1	125-125	125-140
PP	125-125	125-135
S1	125-125	125-130

Download as Excel Spreadsheet

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

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