ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 21-Apr-2020
Day Change Summary
Previous Current
20-Apr-2020 21-Apr-2020 Change Change % Previous Week
Open 138-285 139-000 0-035 0.1% 137-270
High 139-005 139-160 0-155 0.3% 139-070
Low 138-235 138-285 0-050 0.1% 137-195
Close 138-290 139-065 0-095 0.2% 138-220
Range 0-090 0-195 0-105 116.7% 1-195
ATR
Volume 6,913 1,003 -5,910 -85.5% 49,891
Daily Pivots for day following 21-Apr-2020
Classic Woodie Camarilla DeMark
R4 141-008 140-232 139-172
R3 140-133 140-037 139-119
R2 139-258 139-258 139-101
R1 139-162 139-162 139-083 139-210
PP 139-063 139-063 139-063 139-088
S1 138-287 138-287 139-047 139-015
S2 138-188 138-188 139-029
S3 137-313 138-092 139-011
S4 137-118 137-217 138-278
Weekly Pivots for week ending 17-Apr-2020
Classic Woodie Camarilla DeMark
R4 143-107 142-198 139-183
R3 141-232 141-003 139-042
R2 140-037 140-037 138-314
R1 139-128 139-128 138-267 139-242
PP 138-162 138-162 138-162 138-219
S1 137-253 137-253 138-173 138-048
S2 136-287 136-287 138-126
S3 135-092 136-058 138-078
S4 133-217 134-183 137-257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-160 138-100 1-060 0.9% 0-178 0.4% 75% True False 7,689
10 139-160 137-135 2-025 1.5% 0-171 0.4% 86% True False 5,781
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142-029
2.618 141-031
1.618 140-156
1.000 140-035
0.618 139-281
HIGH 139-160
0.618 139-086
0.500 139-062
0.382 139-039
LOW 138-285
0.618 138-164
1.000 138-090
1.618 137-289
2.618 137-094
4.250 136-096
Fisher Pivots for day following 21-Apr-2020
Pivot 1 day 3 day
R1 139-064 139-033
PP 139-063 139-002
S1 139-062 138-290

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

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