ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 12-Jun-2020

Day Change Summary
	Previous	Current
	11-Jun-2020	12-Jun-2020	Change	Change %	Previous Week
Open	125-175	125-168	-0-008	0.0%	124-235
High	125-205	125-185	-0-020	0.0%	125-205
Low	125-155	125-132	-0-022	-0.1%	124-228
Close	125-190	125-160	-0-030	-0.1%	125-160
Range	0-050	0-052	0-002	5.0%	0-298
ATR	0-089	0-087	-0-002	-2.5%	0-000
Volume	858,094	604,214	-253,880	-29.6%	3,648,359

Daily Pivots for day following 12-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	125-317	125-291	125-189
R3	125-264	125-238	125-174
R2	125-212	125-212	125-170
R1	125-186	125-186	125-165	125-172
PP	125-159	125-159	125-159	125-152
S1	125-133	125-133	125-155	125-120
S2	125-107	125-107	125-150
S3	125-054	125-081	125-146
S4	125-002	125-028	125-131

Weekly Pivots for week ending 12-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	128-023	127-229	126-004
R3	127-046	126-252	125-242
R2	126-068	126-068	125-215
R1	125-274	125-274	125-187	126-011
PP	125-091	125-091	125-091	125-119
S1	124-297	124-297	125-133	125-034
S2	124-113	124-113	125-105
S3	123-136	123-319	125-078
S4	122-158	123-022	124-316

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-205	124-228	0-298	0.7%	0-088	0.2%	85%	False	False	729,671
10	125-228	124-180	1-048	0.9%	0-096	0.2%	82%	False	False	755,442
20	125-232	124-180	1-052	0.9%	0-084	0.2%	81%	False	False	783,359
40	125-250	124-180	1-070	1.0%	0-080	0.2%	77%	False	False	403,741

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	0-014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-088
2.618	126-002
1.618	125-270
1.000	125-238
0.618	125-217
HIGH	125-185
0.618	125-165
0.500	125-159
0.382	125-153
LOW	125-132
0.618	125-100
1.000	125-080
1.618	125-048
2.618	124-315
4.250	124-229

Fisher Pivots for day following 12-Jun-2020
Pivot	1 day	3 day
R1	125-160	125-146
PP	125-159	125-132
S1	125-159	125-118

Download as Excel Spreadsheet

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

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