ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 20-May-2020
Day Change Summary
Previous Current
19-May-2020 20-May-2020 Change Change % Previous Week
Open 138-130 138-260 0-130 0.3% 138-210
High 138-245 138-280 0-035 0.1% 139-135
Low 138-100 138-160 0-060 0.1% 138-105
Close 138-185 138-250 0-065 0.1% 139-030
Range 0-145 0-120 -0-025 -17.2% 1-030
ATR 0-172 0-169 -0-004 -2.2% 0-000
Volume 130,187 223,571 93,384 71.7% 160,171
Daily Pivots for day following 20-May-2020
Classic Woodie Camarilla DeMark
R4 139-270 139-220 138-316
R3 139-150 139-100 138-283
R2 139-030 139-030 138-272
R1 138-300 138-300 138-261 138-265
PP 138-230 138-230 138-230 138-212
S1 138-180 138-180 138-239 138-145
S2 138-110 138-110 138-228
S3 137-310 138-060 138-217
S4 137-190 137-260 138-184
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
5 139-135 138-090 1-045 0.8% 0-157 0.4% 44% False False 105,532
10 139-135 138-080 1-055 0.8% 0-164 0.4% 45% False False 64,636
20 139-135 137-305 1-150 1.1% 0-153 0.3% 56% False False 35,762
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-037
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 140-150
2.618 139-274
1.618 139-154
1.000 139-080
0.618 139-034
HIGH 138-280
0.618 138-234
0.500 138-220
0.382 138-206
LOW 138-160
0.618 138-086
1.000 138-040
1.618 137-286
2.618 137-166
4.250 136-290
Fisher Pivots for day following 20-May-2020
Pivot 1 day 3 day
R1 138-240 138-243
PP 138-230 138-237
S1 138-220 138-230

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

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