ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 19-Jun-2020

Day Change Summary
	Previous	Current
	18-Jun-2020	19-Jun-2020	Change	Change %	Previous Week
Open	125-125	125-135	0-010	0.0%	125-175
High	125-168	125-175	0-008	0.0%	125-210
Low	125-125	125-108	-0-018	0.0%	125-098
Close	125-152	125-155	0-002	0.0%	125-155
Range	0-042	0-068	0-025	58.8%	0-112
ATR	0-079	0-078	-0-001	-1.0%	0-000
Volume	482,992	413,451	-69,541	-14.4%	2,836,829

Daily Pivots for day following 19-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-028	125-319	125-192
R3	125-281	125-252	125-174
R2	125-213	125-213	125-167
R1	125-184	125-184	125-161	125-199
PP	125-146	125-146	125-146	125-153
S1	125-117	125-117	125-149	125-131
S2	125-078	125-078	125-143
S3	125-011	125-049	125-136
S4	124-263	124-302	125-118

Weekly Pivots for week ending 19-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-172	126-116	125-217
R3	126-059	126-003	125-186
R2	125-267	125-267	125-176
R1	125-211	125-211	125-165	125-182
PP	125-154	125-154	125-154	125-140
S1	125-098	125-098	125-145	125-070
S2	125-042	125-042	125-134
S3	124-249	124-306	125-124
S4	124-137	124-193	125-093

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%	0-060	0.1%	51%	False	False	567,365
10	125-210	124-228	0-302	0.8%	0-074	0.2%	82%	False	False	648,518
20	125-228	124-180	1-048	0.9%	0-080	0.2%	80%	False	False	846,747
40	125-250	124-180	1-070	1.0%	0-077	0.2%	76%	False	False	474,343

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

Fibonacci Retracements and Extensions
4.250	126-142
2.618	126-032
1.618	125-284
1.000	125-242
0.618	125-217
HIGH	125-175
0.618	125-149
0.500	125-141
0.382	125-133
LOW	125-108
0.618	125-066
1.000	125-040
1.618	124-318
2.618	124-251
4.250	124-141

Fisher Pivots for day following 19-Jun-2020
Pivot	1 day	3 day
R1	125-150	125-150
PP	125-146	125-146
S1	125-141	125-141

Download as Excel Spreadsheet

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

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