ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 14-May-2020
Day Change Summary
Previous Current
13-May-2020 14-May-2020 Change Change % Previous Week
Open 138-275 138-305 0-030 0.1% 138-275
High 139-025 139-085 0-060 0.1% 139-080
Low 138-255 138-295 0-040 0.1% 137-305
Close 138-315 139-060 0-065 0.1% 138-225
Range 0-090 0-110 0-020 22.2% 1-095
ATR 0-174 0-169 -0-005 -2.6% 0-000
Volume 24,491 37,272 12,781 52.2% 71,821
Daily Pivots for day following 14-May-2020
Classic Woodie Camarilla DeMark
R4 140-050 140-005 139-120
R3 139-260 139-215 139-090
R2 139-150 139-150 139-080
R1 139-105 139-105 139-070 139-128
PP 139-040 139-040 139-040 139-051
S1 138-315 138-315 139-050 139-018
S2 138-250 138-250 139-040
S3 138-140 138-205 139-030
S4 138-030 138-095 139-000
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
5 139-085 138-105 0-300 0.7% 0-139 0.3% 92% True False 28,437
10 139-085 137-305 1-100 0.9% 0-154 0.3% 94% True False 20,256
20 139-160 137-305 1-175 1.1% 0-159 0.4% 80% False False 12,395
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 0-040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-232
2.618 140-053
1.618 139-263
1.000 139-195
0.618 139-153
HIGH 139-085
0.618 139-043
0.500 139-030
0.382 139-017
LOW 138-295
0.618 138-227
1.000 138-185
1.618 138-117
2.618 138-007
4.250 137-148
Fisher Pivots for day following 14-May-2020
Pivot 1 day 3 day
R1 139-050 139-018
PP 139-040 138-297
S1 139-030 138-255

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

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