ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 22-May-2020
Day Change Summary
Previous Current
21-May-2020 22-May-2020 Change Change % Previous Week
Open 138-230 138-250 0-020 0.0% 139-035
High 138-300 139-045 0-065 0.1% 139-050
Low 138-230 138-245 0-015 0.0% 138-090
Close 138-250 138-285 0-035 0.1% 138-285
Range 0-070 0-120 0-050 71.4% 0-280
ATR 0-162 0-159 -0-003 -1.8% 0-000
Volume 509,205 730,187 220,982 43.4% 1,692,518
Daily Pivots for day following 22-May-2020
Classic Woodie Camarilla DeMark
R4 140-018 139-272 139-031
R3 139-218 139-152 138-318
R2 139-098 139-098 138-307
R1 139-032 139-032 138-296 139-065
PP 138-298 138-298 138-298 138-315
S1 138-232 138-232 138-274 138-265
S2 138-178 138-178 138-263
S3 138-058 138-112 138-252
S4 137-258 137-312 138-219
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 141-128 141-007 139-119
R3 140-168 140-047 139-042
R2 139-208 139-208 139-016
R1 139-087 139-087 138-311 139-008
PP 138-248 138-248 138-248 138-209
S1 138-127 138-127 138-259 138-048
S2 137-288 137-288 138-234
S3 137-008 137-167 138-208
S4 136-048 136-207 138-131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-050 138-090 0-280 0.6% 0-147 0.3% 70% False False 338,503
10 139-135 138-090 1-045 0.8% 0-136 0.3% 53% False False 185,268
20 139-135 137-305 1-150 1.1% 0-154 0.3% 64% False False 97,528
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-235
2.618 140-039
1.618 139-239
1.000 139-165
0.618 139-119
HIGH 139-045
0.618 138-319
0.500 138-305
0.382 138-291
LOW 138-245
0.618 138-171
1.000 138-125
1.618 138-051
2.618 137-251
4.250 137-055
Fisher Pivots for day following 22-May-2020
Pivot 1 day 3 day
R1 138-305 138-278
PP 138-298 138-270
S1 138-292 138-262

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

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