ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 30-Jun-2020

Day Change Summary
	Previous	Current
	29-Jun-2020	30-Jun-2020	Change	Change %	Previous Week
Open	125-218	125-258	0-040	0.1%	125-170
High	125-262	125-272	0-010	0.0%	125-228
Low	125-205	125-225	0-020	0.0%	125-122
Close	125-248	125-238	-0-010	0.0%	125-218
Range	0-058	0-048	-0-010	-17.4%	0-105
ATR	0-068	0-067	-0-001	-2.2%	0-000
Volume	502,197	730,037	227,840	45.4%	2,499,574

Daily Pivots for day following 30-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-068	126-040	125-264
R3	126-020	125-312	125-251
R2	125-292	125-292	125-246
R1	125-265	125-265	125-242	125-255
PP	125-245	125-245	125-245	125-240
S1	125-218	125-218	125-233	125-208
S2	125-198	125-198	125-229
S3	125-150	125-170	125-224
S4	125-102	125-122	125-211

Weekly Pivots for week ending 26-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-184	126-146	125-275
R3	126-079	126-041	125-246
R2	125-294	125-294	125-237
R1	125-256	125-256	125-227	125-275
PP	125-189	125-189	125-189	125-199
S1	125-151	125-151	125-208	125-170
S2	125-084	125-084	125-198
S3	124-299	125-046	125-189
S4	124-194	124-261	125-160

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-272	125-122	0-150	0.4%	0-052	0.1%	77%	True	False	563,844
10	125-272	125-108	0-165	0.4%	0-050	0.1%	79%	True	False	519,865
20	125-272	124-180	1-092	1.0%	0-075	0.2%	92%	True	False	652,558
40	125-272	124-180	1-092	1.0%	0-074	0.2%	92%	True	False	566,715

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	0-012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-154
2.618	126-077
1.618	126-029
1.000	126-000
0.618	125-302
HIGH	125-272
0.618	125-254
0.500	125-249
0.382	125-243
LOW	125-225
0.618	125-196
1.000	125-178
1.618	125-148
2.618	125-101
4.250	125-023

Fisher Pivots for day following 30-Jun-2020
Pivot	1 day	3 day
R1	125-249	125-231
PP	125-245	125-224
S1	125-241	125-218

Download as Excel Spreadsheet

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

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