ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 02-Jun-2020
Day Change Summary
Previous Current
01-Jun-2020 02-Jun-2020 Change Change % Previous Week
Open 139-040 139-000 -0-040 -0.1% 138-300
High 139-075 139-035 -0-040 -0.1% 139-035
Low 138-250 138-250 0-000 0.0% 138-135
Close 139-005 138-275 -0-050 -0.1% 139-020
Range 0-145 0-105 -0-040 -27.6% 0-220
ATR 0-155 0-152 -0-004 -2.3% 0-000
Volume 909,383 832,718 -76,665 -8.4% 7,614,845
Daily Pivots for day following 02-Jun-2020
Classic Woodie Camarilla DeMark
R4 139-288 139-227 139-013
R3 139-183 139-122 138-304
R2 139-078 139-078 138-294
R1 139-017 139-017 138-285 138-315
PP 138-293 138-293 138-293 138-282
S1 138-232 138-232 138-265 138-210
S2 138-188 138-188 138-256
S3 138-083 138-127 138-246
S4 137-298 138-022 138-217
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% 0-135 0.3% 54% False False 1,312,594
10 139-075 138-100 0-295 0.7% 0-128 0.3% 59% False False 1,095,009
20 139-135 137-305 1-150 1.1% 0-148 0.3% 62% False False 563,526
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 140-161
2.618 139-310
1.618 139-205
1.000 139-140
0.618 139-100
HIGH 139-035
0.618 138-315
0.500 138-302
0.382 138-290
LOW 138-250
0.618 138-185
1.000 138-145
1.618 138-080
2.618 137-295
4.250 137-124
Fisher Pivots for day following 02-Jun-2020
Pivot 1 day 3 day
R1 138-302 138-318
PP 138-293 138-303
S1 138-284 138-289

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

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