ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 16-Jun-2020

Day Change Summary
	Previous	Current
	15-Jun-2020	16-Jun-2020	Change	Change %	Previous Week
Open	125-175	125-135	-0-040	-0.1%	124-235
High	125-210	125-160	-0-050	-0.1%	125-205
Low	125-128	125-098	-0-030	-0.1%	124-228
Close	125-158	125-128	-0-030	-0.1%	125-160
Range	0-082	0-062	-0-020	-24.2%	0-298
ATR	0-087	0-085	-0-002	-2.0%	0-000
Volume	588,229	781,750	193,521	32.9%	3,648,359

Daily Pivots for day following 16-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	125-316	125-284	125-162
R3	125-253	125-222	125-145
R2	125-191	125-191	125-139
R1	125-159	125-159	125-133	125-144
PP	125-128	125-128	125-128	125-121
S1	125-097	125-097	125-122	125-081
S2	125-066	125-066	125-116
S3	125-003	125-034	125-110
S4	124-261	124-292	125-093

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	125-210	125-030	0-180	0.4%	0-080	0.2%	54%	False	False	738,326
10	125-210	124-180	1-030	0.9%	0-099	0.2%	76%	False	False	785,252
20	125-228	124-180	1-048	0.9%	0-081	0.2%	73%	False	False	838,905
40	125-250	124-180	1-070	1.0%	0-079	0.2%	69%	False	False	437,929

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	0-017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-106
2.618	126-004
1.618	125-261
1.000	125-222
0.618	125-199
HIGH	125-160
0.618	125-136
0.500	125-129
0.382	125-121
LOW	125-098
0.618	125-059
1.000	125-035
1.618	124-316
2.618	124-254
4.250	124-152

Fisher Pivots for day following 16-Jun-2020
Pivot	1 day	3 day
R1	125-129	125-154
PP	125-128	125-145
S1	125-128	125-136

Download as Excel Spreadsheet

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

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