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 |
|
|
|
|
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 |
|