ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 02-Jul-2020

Day Change Summary
	Previous	Current
	01-Jul-2020	02-Jul-2020	Change	Change %	Previous Week
Open	125-238	125-192	-0-045	-0.1%	125-170
High	125-240	125-240	0-000	0.0%	125-228
Low	125-182	125-168	-0-015	0.0%	125-122
Close	125-192	125-225	0-032	0.1%	125-218
Range	0-058	0-072	0-015	26.1%	0-105
ATR	0-066	0-067	0-000	0.7%	0-000
Volume	641,674	438,459	-203,215	-31.7%	2,499,574

Daily Pivots for day following 02-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-108	126-079	125-265
R3	126-036	126-007	125-245
R2	125-283	125-283	125-238
R1	125-254	125-254	125-232	125-269
PP	125-211	125-211	125-211	125-218
S1	125-182	125-182	125-218	125-196
S2	125-138	125-138	125-212
S3	125-066	125-109	125-205
S4	124-313	125-037	125-185

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	125-162	0-110	0.3%	0-060	0.1%	57%	False	False	562,344
10	125-272	125-108	0-165	0.4%	0-055	0.1%	71%	False	False	522,539
20	125-272	124-180	1-092	1.0%	0-071	0.2%	88%	False	False	622,832
40	125-272	124-180	1-092	1.0%	0-075	0.2%	88%	False	False	592,253

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	126-228
2.618	126-110
1.618	126-037
1.000	125-312
0.618	125-285
HIGH	125-240
0.618	125-212
0.500	125-204
0.382	125-195
LOW	125-168
0.618	125-123
1.000	125-095
1.618	125-050
2.618	124-298
4.250	124-179

Fisher Pivots for day following 02-Jul-2020
Pivot	1 day	3 day
R1	125-218	125-223
PP	125-211	125-222
S1	125-204	125-220

Download as Excel Spreadsheet

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

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