ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 09-Jun-2020

Day Change Summary
	Previous	Current
	08-Jun-2020	09-Jun-2020	Change	Change %	Previous Week
Open	124-235	124-278	0-042	0.1%	125-212
High	124-315	125-055	0-060	0.2%	125-228
Low	124-228	124-278	0-050	0.1%	124-180
Close	124-278	125-032	0-075	0.2%	124-238
Range	0-088	0-098	0-010	11.4%	1-048
ATR	0-086	0-087	0-001	0.9%	0-000
Volume	653,105	673,601	20,496	3.1%	3,906,065

Daily Pivots for day following 09-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	125-308	125-268	125-086
R3	125-210	125-170	125-059
R2	125-112	125-112	125-050
R1	125-072	125-072	125-041	125-092
PP	125-015	125-015	125-015	125-025
S1	124-295	124-295	125-024	124-315
S2	124-238	124-238	125-015
S3	124-140	124-198	125-006
S4	124-042	124-100	124-299

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	125-172	124-180	0-312	0.8%	0-118	0.3%	55%	False	False	832,177
10	125-228	124-180	1-048	0.9%	0-093	0.2%	47%	False	False	870,881
20	125-232	124-180	1-052	0.9%	0-081	0.2%	46%	False	False	679,736
40	125-250	124-180	1-070	1.0%	0-081	0.2%	44%	False	False	346,277

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	0-016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-149
2.618	125-310
1.618	125-213
1.000	125-152
0.618	125-115
HIGH	125-055
0.618	125-018
0.500	125-006
0.382	124-315
LOW	124-278
0.618	124-217
1.000	124-180
1.618	124-120
2.618	124-022
4.250	123-183

Fisher Pivots for day following 09-Jun-2020
Pivot	1 day	3 day
R1	125-024	125-008
PP	125-015	124-302
S1	125-006	124-278

Download as Excel Spreadsheet

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

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