ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 04-Jun-2020

Day Change Summary
	Previous	Current
	03-Jun-2020	04-Jun-2020	Change	Change %	Previous Week
Open	125-170	125-080	-0-090	-0.2%	125-155
High	125-172	125-105	-0-068	-0.2%	125-210
Low	125-055	125-012	-0-042	-0.1%	125-078
Close	125-070	125-032	-0-038	-0.1%	125-200
Range	0-118	0-092	-0-025	-21.3%	0-132
ATR	0-077	0-078	0-001	1.4%	0-000
Volume	888,604	786,053	-102,551	-11.5%	5,777,366

Daily Pivots for day following 04-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-008	125-272	125-083
R3	125-235	125-180	125-058
R2	125-142	125-142	125-049
R1	125-088	125-088	125-041	125-069
PP	125-050	125-050	125-050	125-041
S1	124-315	124-315	125-024	124-296
S2	124-278	124-278	125-016
S3	124-185	124-222	125-007
S4	124-092	124-130	124-302

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	125-012	0-215	0.5%	0-080	0.2%	9%	False	True	739,055
10	125-228	125-012	0-215	0.5%	0-071	0.2%	9%	False	True	1,002,447
20	125-250	125-012	0-238	0.6%	0-079	0.2%	8%	False	True	561,673

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-178
2.618	126-027
1.618	125-255
1.000	125-198
0.618	125-162
HIGH	125-105
0.618	125-070
0.500	125-059
0.382	125-048
LOW	125-012
0.618	124-275
1.000	124-240
1.618	124-183
2.618	124-090
4.250	123-259

Fisher Pivots for day following 04-Jun-2020
Pivot	1 day	3 day
R1	125-059	125-112
PP	125-050	125-086
S1	125-041	125-059

Download as Excel Spreadsheet

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

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