ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 25-Jun-2020

Day Change Summary
	Previous	Current
	24-Jun-2020	25-Jun-2020	Change	Change %	Previous Week
Open	125-145	125-160	0-015	0.0%	125-175
High	125-175	125-192	0-018	0.0%	125-210
Low	125-122	125-158	0-035	0.1%	125-098
Close	125-170	125-172	0-002	0.0%	125-155
Range	0-052	0-035	-0-018	-33.3%	0-112
ATR	0-072	0-070	-0-003	-3.7%	0-000
Volume	583,194	504,442	-78,752	-13.5%	2,836,829

Daily Pivots for day following 25-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	125-279	125-261	125-192
R3	125-244	125-226	125-182
R2	125-209	125-209	125-179
R1	125-191	125-191	125-176	125-200
PP	125-174	125-174	125-174	125-179
S1	125-156	125-156	125-169	125-165
S2	125-139	125-139	125-166
S3	125-104	125-121	125-163
S4	125-069	125-086	125-153

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	125-192	125-108	0-085	0.2%	0-050	0.1%	76%	True	False	482,734
10	125-210	125-098	0-112	0.3%	0-053	0.1%	67%	False	False	544,126
20	125-228	124-180	1-048	0.9%	0-076	0.2%	85%	False	False	667,010
40	125-250	124-180	1-070	1.0%	0-075	0.2%	80%	False	False	523,791

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-016
Narrowest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	126-021
2.618	125-284
1.618	125-249
1.000	125-228
0.618	125-214
HIGH	125-192
0.618	125-179
0.500	125-175
0.382	125-171
LOW	125-158
0.618	125-136
1.000	125-122
1.618	125-101
2.618	125-066
4.250	125-009

Fisher Pivots for day following 25-Jun-2020
Pivot	1 day	3 day
R1	125-175	125-168
PP	125-174	125-162
S1	125-173	125-158

Download as Excel Spreadsheet

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

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