ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 22-Apr-2020
Day Change Summary
Previous Current
21-Apr-2020 22-Apr-2020 Change Change % Previous Week
Open 139-000 139-045 0-045 0.1% 137-270
High 139-160 139-105 -0-055 -0.1% 139-070
Low 138-285 138-205 -0-080 -0.2% 137-195
Close 139-065 138-270 -0-115 -0.3% 138-220
Range 0-195 0-220 0-025 12.8% 1-195
ATR
Volume 1,003 6,857 5,854 583.6% 49,891
Daily Pivots for day following 22-Apr-2020
Classic Woodie Camarilla DeMark
R4 141-000 140-195 139-071
R3 140-100 139-295 139-010
R2 139-200 139-200 138-310
R1 139-075 139-075 138-290 139-028
PP 138-300 138-300 138-300 138-276
S1 138-175 138-175 138-250 138-128
S2 138-080 138-080 138-230
S3 137-180 137-275 138-210
S4 136-280 137-055 138-149
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% 0-185 0.4% 45% False False 5,657
10 139-160 137-180 1-300 1.4% 0-164 0.4% 66% False False 6,466
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 0-025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 142-080
2.618 141-041
1.618 140-141
1.000 140-005
0.618 139-241
HIGH 139-105
0.618 139-021
0.500 138-315
0.382 138-289
LOW 138-205
0.618 138-069
1.000 137-305
1.618 137-169
2.618 136-269
4.250 135-230
Fisher Pivots for day following 22-Apr-2020
Pivot 1 day 3 day
R1 138-315 139-022
PP 138-300 138-318
S1 138-285 138-294

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

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