ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 24-Jun-2020

Day Change Summary
	Previous	Current
	23-Jun-2020	24-Jun-2020	Change	Change %	Previous Week
Open	125-130	125-145	0-015	0.0%	125-175
High	125-168	125-175	0-008	0.0%	125-210
Low	125-122	125-122	0-000	0.0%	125-098
Close	125-158	125-170	0-012	0.0%	125-155
Range	0-045	0-052	0-008	16.7%	0-112
ATR	0-074	0-072	-0-002	-2.1%	0-000
Volume	525,787	583,194	57,407	10.9%	2,836,829

Daily Pivots for day following 24-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	125-313	125-294	125-199
R3	125-261	125-242	125-184
R2	125-208	125-208	125-180
R1	125-189	125-189	125-175	125-199
PP	125-156	125-156	125-156	125-161
S1	125-137	125-137	125-165	125-146
S2	125-103	125-103	125-160
S3	125-051	125-084	125-156
S4	124-318	125-032	125-141

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	125-180	125-108	0-072	0.2%	0-051	0.1%	86%	False	False	478,444
10	125-210	125-098	0-112	0.3%	0-054	0.1%	64%	False	False	579,491
20	125-228	124-180	1-048	0.9%	0-076	0.2%	84%	False	False	687,155
40	125-250	124-180	1-070	1.0%	0-076	0.2%	79%	False	False	511,350

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	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-078
2.618	125-312
1.618	125-260
1.000	125-228
0.618	125-207
HIGH	125-175
0.618	125-155
0.500	125-149
0.382	125-143
LOW	125-122
0.618	125-090
1.000	125-070
1.618	125-038
2.618	124-305
4.250	124-219

Fisher Pivots for day following 24-Jun-2020
Pivot	1 day	3 day
R1	125-163	125-164
PP	125-156	125-158
S1	125-149	125-151

Download as Excel Spreadsheet

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

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