ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 04-May-2020
Day Change Summary
Previous Current
01-May-2020 04-May-2020 Change Change % Previous Week
Open 138-260 138-275 0-015 0.0% 138-270
High 139-010 139-000 -0-010 0.0% 139-045
Low 138-200 138-180 -0-020 0.0% 138-105
Close 138-205 138-235 0-030 0.1% 138-205
Range 0-130 0-140 0-010 7.7% 0-260
ATR 0-178 0-176 -0-003 -1.5% 0-000
Volume 7,840 10,922 3,082 39.3% 26,050
Daily Pivots for day following 04-May-2020
Classic Woodie Camarilla DeMark
R4 140-025 139-270 138-312
R3 139-205 139-130 138-274
R2 139-065 139-065 138-261
R1 138-310 138-310 138-248 138-278
PP 138-245 138-245 138-245 138-229
S1 138-170 138-170 138-222 138-138
S2 138-105 138-105 138-209
S3 137-285 138-030 138-196
S4 137-145 137-210 138-158
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 141-045 140-225 139-028
R3 140-105 139-285 138-276
R2 139-165 139-165 138-253
R1 139-025 139-025 138-229 138-285
PP 138-225 138-225 138-225 138-195
S1 138-085 138-085 138-181 138-025
S2 137-285 137-285 138-157
S3 137-025 137-145 138-134
S4 136-085 136-205 138-062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-045 138-105 0-260 0.6% 0-157 0.4% 50% False False 6,942
10 139-160 138-105 1-055 0.8% 0-153 0.3% 35% False False 4,891
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 0-043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-275
2.618 140-047
1.618 139-227
1.000 139-140
0.618 139-087
HIGH 139-000
0.618 138-267
0.500 138-250
0.382 138-233
LOW 138-180
0.618 138-093
1.000 138-040
1.618 137-273
2.618 137-133
4.250 136-225
Fisher Pivots for day following 04-May-2020
Pivot 1 day 3 day
R1 138-250 138-272
PP 138-245 138-260
S1 138-240 138-248

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

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