ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 03-Jun-2020

Day Change Summary
	Previous	Current
	02-Jun-2020	03-Jun-2020	Change	Change %	Previous Week
Open	125-198	125-170	-0-028	-0.1%	125-155
High	125-212	125-172	-0-040	-0.1%	125-210
Low	125-155	125-055	-0-100	-0.2%	125-078
Close	125-168	125-070	-0-098	-0.2%	125-200
Range	0-058	0-118	0-060	104.3%	0-132
ATR	0-074	0-077	0-003	4.2%	0-000
Volume	495,117	888,604	393,487	79.5%	5,777,366

Daily Pivots for day following 03-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-132	126-058	125-135
R3	126-014	125-261	125-102
R2	125-217	125-217	125-092
R1	125-143	125-143	125-081	125-121
PP	125-099	125-099	125-099	125-088
S1	125-026	125-026	125-059	125-004
S2	124-302	124-302	125-048
S3	124-184	124-228	125-038
S4	124-067	124-111	125-005

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	125-228	125-055	0-172	0.4%	0-072	0.2%	9%	False	True	763,311
10	125-228	125-055	0-172	0.4%	0-068	0.2%	9%	False	True	967,768
20	125-250	125-015	0-235	0.6%	0-077	0.2%	23%	False	False	523,568

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	127-032
2.618	126-160
1.618	126-043
1.000	125-290
0.618	125-245
HIGH	125-172
0.618	125-128
0.500	125-114
0.382	125-100
LOW	125-055
0.618	124-302
1.000	124-258
1.618	124-185
2.618	124-067
4.250	123-196

Fisher Pivots for day following 03-Jun-2020
Pivot	1 day	3 day
R1	125-114	125-141
PP	125-099	125-118
S1	125-085	125-094

Download as Excel Spreadsheet

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

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