ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 11-Jun-2020

Day Change Summary
	Previous	Current
	10-Jun-2020	11-Jun-2020	Change	Change %	Previous Week
Open	125-040	125-175	0-135	0.3%	125-212
High	125-182	125-205	0-022	0.1%	125-228
Low	125-030	125-155	0-125	0.3%	124-180
Close	125-152	125-190	0-038	0.1%	124-238
Range	0-152	0-050	-0-102	-67.2%	1-048
ATR	0-092	0-089	-0-003	-3.1%	0-000
Volume	859,345	858,094	-1,251	-0.1%	3,906,065

Daily Pivots for day following 11-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-013	125-312	125-218
R3	125-283	125-262	125-204
R2	125-233	125-233	125-199
R1	125-212	125-212	125-195	125-222
PP	125-183	125-183	125-183	125-189
S1	125-162	125-162	125-185	125-172
S2	125-133	125-133	125-181
S3	125-083	125-112	125-176
S4	125-033	125-062	125-162

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	125-205	124-180	1-025	0.9%	0-116	0.3%	96%	True	False	840,734
10	125-228	124-180	1-048	0.9%	0-098	0.2%	90%	False	False	789,894
20	125-232	124-180	1-052	0.9%	0-084	0.2%	89%	False	False	756,825
40	125-250	124-180	1-070	1.0%	0-080	0.2%	85%	False	False	388,672

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-012
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	126-098
2.618	126-016
1.618	125-286
1.000	125-255
0.618	125-236
HIGH	125-205
0.618	125-186
0.500	125-180
0.382	125-174
LOW	125-155
0.618	125-124
1.000	125-105
1.618	125-074
2.618	125-024
4.250	124-262

Fisher Pivots for day following 11-Jun-2020
Pivot	1 day	3 day
R1	125-187	125-154
PP	125-183	125-118
S1	125-180	125-081

Download as Excel Spreadsheet

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

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