ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 15-May-2020
Day Change Summary
Previous Current
14-May-2020 15-May-2020 Change Change % Previous Week
Open 138-305 139-045 0-060 0.1% 138-210
High 139-085 139-135 0-050 0.1% 139-135
Low 138-295 139-005 0-030 0.1% 138-105
Close 139-060 139-030 -0-030 -0.1% 139-030
Range 0-110 0-130 0-020 18.2% 1-030
ATR 0-169 0-166 -0-003 -1.7% 0-000
Volume 37,272 37,266 -6 0.0% 160,171
Daily Pivots for day following 15-May-2020
Classic Woodie Camarilla DeMark
R4 140-127 140-048 139-102
R3 139-317 139-238 139-066
R2 139-187 139-187 139-054
R1 139-108 139-108 139-042 139-082
PP 139-057 139-057 139-057 139-044
S1 138-298 138-298 139-018 138-272
S2 138-247 138-247 139-006
S3 138-117 138-168 138-314
S4 137-307 138-038 138-278
Weekly Pivots for week ending 15-May-2020
Classic Woodie Camarilla DeMark
R4 142-073 141-242 139-222
R3 141-043 140-212 139-126
R2 140-013 140-013 139-094
R1 139-182 139-182 139-062 139-258
PP 138-303 138-303 138-303 139-021
S1 138-152 138-152 138-318 138-228
S2 137-273 137-273 138-286
S3 136-243 137-122 138-254
S4 135-213 136-092 138-158
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-135 138-105 1-030 0.8% 0-126 0.3% 70% True False 32,034
10 139-135 137-305 1-150 1.1% 0-154 0.3% 78% True False 23,199
20 139-160 137-305 1-175 1.1% 0-151 0.3% 74% False False 13,844
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 0-038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 141-048
2.618 140-155
1.618 140-025
1.000 139-265
0.618 139-215
HIGH 139-135
0.618 139-085
0.500 139-070
0.382 139-055
LOW 139-005
0.618 138-245
1.000 138-195
1.618 138-115
2.618 137-305
4.250 137-092
Fisher Pivots for day following 15-May-2020
Pivot 1 day 3 day
R1 139-070 139-035
PP 139-057 139-033
S1 139-043 139-032

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

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