ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 29-May-2020

Day Change Summary
	Previous	Current
	28-May-2020	29-May-2020	Change	Change %	Previous Week
Open	125-142	125-138	-0-005	0.0%	125-155
High	125-158	125-210	0-052	0.1%	125-210
Low	125-110	125-138	0-028	0.1%	125-078
Close	125-128	125-200	0-072	0.2%	125-200
Range	0-048	0-072	0-025	52.6%	0-132
ATR	0-076	0-076	0-000	0.7%	0-000
Volume	907,333	948,739	41,406	4.6%	5,777,366

Daily Pivots for day following 29-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-080	126-052	125-240
R3	126-008	125-300	125-220
R2	125-255	125-255	125-213
R1	125-228	125-228	125-207	125-241
PP	125-182	125-182	125-182	125-189
S1	125-155	125-155	125-193	125-169
S2	125-110	125-110	125-187
S3	125-038	125-082	125-180
S4	124-285	125-010	125-160

Weekly Pivots for week ending 29-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-240	126-192	125-273
R3	126-108	126-060	125-236
R2	125-295	125-295	125-224
R1	125-248	125-248	125-212	125-271
PP	125-162	125-162	125-162	125-174
S1	125-115	125-115	125-188	125-139
S2	125-030	125-030	125-176
S3	124-218	124-302	125-164
S4	124-085	124-170	125-127

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-210	125-078	0-132	0.3%	0-068	0.2%	92%	True	False	1,308,738
10	125-232	125-062	0-170	0.4%	0-072	0.2%	81%	False	False	811,276
20	125-250	125-015	0-235	0.6%	0-075	0.2%	79%	False	False	427,854

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	0-011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-198
2.618	126-080
1.618	126-007
1.000	125-282
0.618	125-255
HIGH	125-210
0.618	125-182
0.500	125-174
0.382	125-165
LOW	125-138
0.618	125-093
1.000	125-065
1.618	125-020
2.618	124-268
4.250	124-149

Fisher Pivots for day following 29-May-2020
Pivot	1 day	3 day
R1	125-191	125-181
PP	125-182	125-162
S1	125-174	125-144

Download as Excel Spreadsheet

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

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