ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 28-May-2020
Day Change Summary
Previous Current
27-May-2020 28-May-2020 Change Change % Previous Week
Open 138-230 138-250 0-020 0.0% 139-035
High 139-010 138-300 -0-030 -0.1% 139-050
Low 138-135 138-185 0-050 0.1% 138-090
Close 138-270 138-210 -0-060 -0.1% 138-285
Range 0-195 0-115 -0-080 -41.0% 0-280
ATR 0-160 0-157 -0-003 -2.0% 0-000
Volume 1,983,215 1,277,073 -706,142 -35.6% 1,692,518
Daily Pivots for day following 28-May-2020
Classic Woodie Camarilla DeMark
R4 139-257 139-188 138-273
R3 139-142 139-073 138-242
R2 139-027 139-027 138-231
R1 138-278 138-278 138-221 138-255
PP 138-232 138-232 138-232 138-220
S1 138-163 138-163 138-199 138-140
S2 138-117 138-117 138-189
S3 138-002 138-048 138-178
S4 137-207 137-253 138-147
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% 0-129 0.3% 33% False False 1,458,730
10 139-135 138-090 1-045 0.8% 0-143 0.3% 33% False False 782,131
20 139-135 137-305 1-150 1.1% 0-152 0.3% 48% False False 399,762
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 140-149
2.618 139-281
1.618 139-166
1.000 139-095
0.618 139-051
HIGH 138-300
0.618 138-256
0.500 138-242
0.382 138-229
LOW 138-185
0.618 138-114
1.000 138-070
1.618 137-319
2.618 137-204
4.250 137-016
Fisher Pivots for day following 28-May-2020
Pivot 1 day 3 day
R1 138-242 138-232
PP 138-232 138-225
S1 138-221 138-218

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

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