ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 05-Jun-2020

Day Change Summary
	Previous	Current
	04-Jun-2020	05-Jun-2020	Change	Change %	Previous Week
Open	125-080	125-025	-0-055	-0.1%	125-212
High	125-105	125-055	-0-050	-0.1%	125-228
Low	125-012	124-180	-0-152	-0.4%	124-180
Close	125-032	124-238	-0-115	-0.3%	124-238
Range	0-092	0-195	0-102	110.8%	1-048
ATR	0-078	0-086	0-008	10.7%	0-000
Volume	786,053	1,159,525	373,472	47.5%	3,906,065

Daily Pivots for day following 05-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-209	126-098	125-025
R3	126-014	125-223	124-291
R2	125-139	125-139	124-273
R1	125-028	125-028	124-255	124-306
PP	124-264	124-264	124-264	124-243
S1	124-153	124-153	124-220	124-111
S2	124-069	124-069	124-202
S3	123-194	123-278	124-184
S4	122-319	123-083	124-130

Weekly Pivots for week ending 05-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	128-144	127-238	125-120
R3	127-097	126-191	125-019
R2	126-049	126-049	124-305
R1	125-143	125-143	124-271	125-072
PP	125-002	125-002	125-002	124-286
S1	124-096	124-096	124-204	124-025
S2	123-274	123-274	124-170
S3	122-227	123-048	124-136
S4	121-179	122-001	124-035

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-228	124-180	1-048	0.9%	0-105	0.3%	16%	False	True	781,213
10	125-228	124-180	1-048	0.9%	0-087	0.2%	16%	False	True	1,044,975
20	125-250	124-180	1-070	1.0%	0-081	0.2%	15%	False	True	618,410

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	0-016
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	127-244
2.618	126-246
1.618	126-051
1.000	125-250
0.618	125-176
HIGH	125-055
0.618	124-301
0.500	124-278
0.382	124-254
LOW	124-180
0.618	124-059
1.000	123-305
1.618	123-184
2.618	122-309
4.250	121-311

Fisher Pivots for day following 05-Jun-2020
Pivot	1 day	3 day
R1	124-278	125-016
PP	124-264	124-303
S1	124-251	124-270

Download as Excel Spreadsheet

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

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