ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 28-May-2020

Day Change Summary
	Previous	Current
	27-May-2020	28-May-2020	Change	Change %	Previous Week
Open	125-132	125-142	0-010	0.0%	125-200
High	125-178	125-158	-0-020	0.0%	125-208
Low	125-078	125-110	0-032	0.1%	125-062
Close	125-142	125-128	-0-015	0.0%	125-152
Range	0-100	0-048	-0-052	-52.5%	0-145
ATR	0-078	0-076	-0-002	-2.8%	0-000
Volume	1,619,967	907,333	-712,634	-44.0%	2,226,782

Daily Pivots for day following 28-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	125-274	125-248	125-154
R3	125-227	125-201	125-141
R2	125-179	125-179	125-136
R1	125-153	125-153	125-132	125-142
PP	125-132	125-132	125-132	125-126
S1	125-106	125-106	125-123	125-095
S2	125-084	125-084	125-119
S3	125-037	125-058	125-114
S4	124-309	125-011	125-101

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	125-078	0-112	0.3%	0-062	0.2%	44%	False	False	1,265,840
10	125-232	125-062	0-170	0.4%	0-070	0.2%	38%	False	False	723,755
20	125-250	125-015	0-235	0.6%	0-075	0.2%	48%	False	False	380,572

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-039
2.618	125-282
1.618	125-234
1.000	125-205
0.618	125-187
HIGH	125-158
0.618	125-139
0.500	125-134
0.382	125-128
LOW	125-110
0.618	125-081
1.000	125-062
1.618	125-033
2.618	124-306
4.250	124-228

Fisher Pivots for day following 28-May-2020
Pivot	1 day	3 day
R1	125-134	125-128
PP	125-132	125-128
S1	125-130	125-128

Download as Excel Spreadsheet

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

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