ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 18-Jun-2020

Day Change Summary
	Previous	Current
	17-Jun-2020	18-Jun-2020	Change	Change %	Previous Week
Open	125-132	125-125	-0-008	0.0%	124-235
High	125-158	125-168	0-010	0.0%	125-205
Low	125-115	125-125	0-010	0.0%	124-228
Close	125-138	125-152	0-015	0.0%	125-160
Range	0-042	0-042	0-000	0.0%	0-298
ATR	0-082	0-079	-0-003	-3.4%	0-000
Volume	570,407	482,992	-87,415	-15.3%	3,648,359

Daily Pivots for day following 18-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	125-276	125-257	125-176
R3	125-233	125-214	125-164
R2	125-191	125-191	125-160
R1	125-172	125-172	125-156	125-181
PP	125-148	125-148	125-148	125-153
S1	125-129	125-129	125-149	125-139
S2	125-106	125-106	125-145
S3	125-063	125-087	125-141
S4	125-021	125-044	125-129

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	125-098	0-112	0.3%	0-056	0.1%	49%	False	False	605,518
10	125-210	124-180	1-030	0.9%	0-086	0.2%	84%	False	False	723,126
20	125-228	124-180	1-048	0.9%	0-079	0.2%	80%	False	False	862,787
40	125-250	124-180	1-070	1.0%	0-076	0.2%	75%	False	False	464,093

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016

Fibonacci Retracements and Extensions
4.250	126-028
2.618	125-279
1.618	125-236
1.000	125-210
0.618	125-194
HIGH	125-168
0.618	125-151
0.500	125-146
0.382	125-141
LOW	125-125
0.618	125-099
1.000	125-082
1.618	125-056
2.618	125-014
4.250	124-264

Fisher Pivots for day following 18-Jun-2020
Pivot	1 day	3 day
R1	125-150	125-146
PP	125-148	125-139
S1	125-146	125-132

Download as Excel Spreadsheet

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

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