ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 21-May-2020
Day Change Summary
Previous Current
20-May-2020 21-May-2020 Change Change % Previous Week
Open 138-260 138-230 -0-030 -0.1% 138-210
High 138-280 138-300 0-020 0.0% 139-135
Low 138-160 138-230 0-070 0.2% 138-105
Close 138-250 138-250 0-000 0.0% 139-030
Range 0-120 0-070 -0-050 -41.7% 1-030
ATR 0-169 0-162 -0-007 -4.2% 0-000
Volume 223,571 509,205 285,634 127.8% 160,171
Daily Pivots for day following 21-May-2020
Classic Woodie Camarilla DeMark
R4 139-150 139-110 138-288
R3 139-080 139-040 138-269
R2 139-010 139-010 138-263
R1 138-290 138-290 138-256 138-310
PP 138-260 138-260 138-260 138-270
S1 138-220 138-220 138-244 138-240
S2 138-190 138-190 138-237
S3 138-120 138-150 138-231
S4 138-050 138-080 138-212
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% 0-149 0.3% 44% False False 199,919
10 139-135 138-090 1-045 0.8% 0-144 0.3% 44% False False 114,178
20 139-135 137-305 1-150 1.1% 0-152 0.3% 56% False False 61,121
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 0-032
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 139-278
2.618 139-163
1.618 139-093
1.000 139-050
0.618 139-023
HIGH 138-300
0.618 138-273
0.500 138-265
0.382 138-257
LOW 138-230
0.618 138-187
1.000 138-160
1.618 138-117
2.618 138-047
4.250 137-252
Fisher Pivots for day following 21-May-2020
Pivot 1 day 3 day
R1 138-265 138-233
PP 138-260 138-217
S1 138-255 138-200

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

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