ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 01-Jun-2020
Day Change Summary
Previous Current
29-May-2020 01-Jun-2020 Change Change % Previous Week
Open 138-245 139-040 0-115 0.3% 138-300
High 139-035 139-075 0-040 0.1% 139-035
Low 138-240 138-250 0-010 0.0% 138-135
Close 139-020 139-005 -0-015 0.0% 139-020
Range 0-115 0-145 0-030 26.1% 0-220
ATR 0-156 0-155 -0-001 -0.5% 0-000
Volume 1,560,583 909,383 -651,200 -41.7% 7,614,845
Daily Pivots for day following 01-Jun-2020
Classic Woodie Camarilla DeMark
R4 140-118 140-047 139-085
R3 139-293 139-222 139-045
R2 139-148 139-148 139-032
R1 139-077 139-077 139-018 139-040
PP 139-003 139-003 139-003 138-305
S1 138-252 138-252 138-312 138-215
S2 138-178 138-178 138-298
S3 138-033 138-107 138-285
S4 137-208 137-282 138-245
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 140-297 140-218 139-141
R3 140-077 139-318 139-080
R2 139-177 139-177 139-060
R1 139-098 139-098 139-040 139-138
PP 138-277 138-277 138-277 138-296
S1 138-198 138-198 139-000 138-238
S2 138-057 138-057 138-300
S3 137-157 137-298 138-280
S4 136-257 137-078 138-219
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-075 138-135 0-260 0.6% 0-143 0.3% 73% True False 1,704,845
10 139-075 138-090 0-305 0.7% 0-145 0.3% 77% True False 1,021,674
20 139-135 137-305 1-150 1.1% 0-150 0.3% 72% False False 522,436
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 141-051
2.618 140-135
1.618 139-310
1.000 139-220
0.618 139-165
HIGH 139-075
0.618 139-020
0.500 139-002
0.382 138-305
LOW 138-250
0.618 138-160
1.000 138-105
1.618 138-015
2.618 137-190
4.250 136-274
Fisher Pivots for day following 01-Jun-2020
Pivot 1 day 3 day
R1 139-004 138-313
PP 139-003 138-302
S1 139-002 138-290

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

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