ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 07-Jul-2020

Day Change Summary
	Previous	Current
	06-Jul-2020	07-Jul-2020	Change	Change %	Previous Week
Open	125-238	125-210	-0-028	-0.1%	125-218
High	125-245	125-242	-0-002	0.0%	125-272
Low	125-178	125-202	0-025	0.1%	125-168
Close	125-205	125-222	0-018	0.0%	125-225
Range	0-068	0-040	-0-028	-40.7%	0-105
ATR	0-067	0-065	-0-002	-2.9%	0-000
Volume	405,619	418,117	12,498	3.1%	2,312,367

Daily Pivots for day following 07-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-022	126-002	125-244
R3	125-302	125-282	125-234
R2	125-262	125-262	125-230
R1	125-242	125-242	125-226	125-252
PP	125-222	125-222	125-222	125-228
S1	125-202	125-202	125-219	125-212
S2	125-182	125-182	125-215
S3	125-142	125-162	125-212
S4	125-102	125-122	125-200

Weekly Pivots for week ending 03-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-217	126-166	125-283
R3	126-112	126-061	125-254
R2	126-007	126-007	125-244
R1	125-276	125-276	125-235	125-301
PP	125-222	125-222	125-222	125-234
S1	125-171	125-171	125-215	125-196
S2	125-117	125-117	125-206
S3	125-012	125-066	125-196
S4	124-227	124-281	125-167

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-272	125-168	0-105	0.3%	0-057	0.1%	52%	False	False	526,781
10	125-272	125-122	0-150	0.4%	0-054	0.1%	67%	False	False	524,887
20	125-272	124-278	0-315	0.8%	0-062	0.2%	84%	False	False	573,388
40	125-272	124-180	1-092	1.0%	0-071	0.2%	88%	False	False	611,421

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	126-092
2.618	126-027
1.618	125-307
1.000	125-282
0.618	125-267
HIGH	125-242
0.618	125-227
0.500	125-222
0.382	125-218
LOW	125-202
0.618	125-178
1.000	125-162
1.618	125-138
2.618	125-098
4.250	125-032

Fisher Pivots for day following 07-Jul-2020
Pivot	1 day	3 day
R1	125-222	125-217
PP	125-222	125-212
S1	125-222	125-206

Download as Excel Spreadsheet

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

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