ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 27-May-2020
Day Change Summary
Previous Current
26-May-2020 27-May-2020 Change Change % Previous Week
Open 138-300 138-230 -0-070 -0.2% 139-035
High 138-315 139-010 0-015 0.0% 139-050
Low 138-170 138-135 -0-035 -0.1% 138-090
Close 138-220 138-270 0-050 0.1% 138-285
Range 0-145 0-195 0-050 34.5% 0-280
ATR 0-158 0-160 0-003 1.7% 0-000
Volume 2,793,974 1,983,215 -810,759 -29.0% 1,692,518
Daily Pivots for day following 27-May-2020
Classic Woodie Camarilla DeMark
R4 140-190 140-105 139-057
R3 139-315 139-230 139-004
R2 139-120 139-120 138-306
R1 139-035 139-035 138-288 139-078
PP 138-245 138-245 138-245 138-266
S1 138-160 138-160 138-252 138-202
S2 138-050 138-050 138-234
S3 137-175 137-285 138-216
S4 136-300 137-090 138-163
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
5 139-045 138-135 0-230 0.5% 0-130 0.3% 59% False True 1,248,030
10 139-135 138-090 1-045 0.8% 0-140 0.3% 49% False False 656,873
20 139-135 137-305 1-150 1.1% 0-154 0.3% 61% False False 336,070
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 141-199
2.618 140-201
1.618 140-006
1.000 139-205
0.618 139-131
HIGH 139-010
0.618 138-256
0.500 138-232
0.382 138-209
LOW 138-135
0.618 138-014
1.000 137-260
1.618 137-139
2.618 136-264
4.250 135-266
Fisher Pivots for day following 27-May-2020
Pivot 1 day 3 day
R1 138-258 138-263
PP 138-245 138-257
S1 138-232 138-250

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

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