ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 13-May-2020
Day Change Summary
Previous Current
12-May-2020 13-May-2020 Change Change % Previous Week
Open 138-160 138-275 0-115 0.3% 138-275
High 138-270 139-025 0-075 0.2% 139-080
Low 138-105 138-255 0-150 0.3% 137-305
Close 138-225 138-315 0-090 0.2% 138-225
Range 0-165 0-090 -0-075 -45.5% 1-095
ATR 0-178 0-174 -0-004 -2.3% 0-000
Volume 29,963 24,491 -5,472 -18.3% 71,821
Daily Pivots for day following 13-May-2020
Classic Woodie Camarilla DeMark
R4 139-255 139-215 139-044
R3 139-165 139-125 139-020
R2 139-075 139-075 139-012
R1 139-035 139-035 139-003 139-055
PP 138-305 138-305 138-305 138-315
S1 138-265 138-265 138-307 138-285
S2 138-215 138-215 138-298
S3 138-125 138-175 138-290
S4 138-035 138-085 138-266
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 142-168 141-292 139-133
R3 141-073 140-197 139-019
R2 139-298 139-298 138-301
R1 139-102 139-102 138-263 138-312
PP 138-203 138-203 138-203 138-149
S1 138-007 138-007 138-187 137-218
S2 137-108 137-108 138-149
S3 136-013 136-232 138-111
S4 134-238 135-137 137-317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-080 138-080 1-000 0.7% 0-172 0.4% 73% False False 23,741
10 139-080 137-305 1-095 0.9% 0-162 0.4% 80% False False 17,393
20 139-160 137-305 1-175 1.1% 0-160 0.4% 67% False False 10,793
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-044
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 140-088
2.618 139-261
1.618 139-171
1.000 139-115
0.618 139-081
HIGH 139-025
0.618 138-311
0.500 138-300
0.382 138-289
LOW 138-255
0.618 138-199
1.000 138-165
1.618 138-109
2.618 138-019
4.250 137-192
Fisher Pivots for day following 13-May-2020
Pivot 1 day 3 day
R1 138-310 138-285
PP 138-305 138-255
S1 138-300 138-225

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

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