ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 05-Jun-2020
Day Change Summary
Previous Current
04-Jun-2020 05-Jun-2020 Change Change % Previous Week
Open 138-090 137-240 -0-170 -0.4% 139-040
High 138-120 137-305 -0-135 -0.3% 139-075
Low 137-220 136-220 -1-000 -0.7% 136-220
Close 137-255 137-030 -0-225 -0.5% 137-030
Range 0-220 1-085 0-185 84.1% 2-175
ATR 0-163 0-180 0-017 10.6% 0-000
Volume 1,699,672 2,211,585 511,913 30.1% 7,094,390
Daily Pivots for day following 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 141-013 140-107 137-253
R3 139-248 139-022 137-141
R2 138-163 138-163 137-104
R1 137-257 137-257 137-067 137-168
PP 137-078 137-078 137-078 137-034
S1 136-172 136-172 136-313 136-082
S2 135-313 135-313 136-276
S3 134-228 135-087 136-239
S4 133-143 134-002 136-127
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 145-100 143-240 138-158
R3 142-245 141-065 137-254
R2 140-070 140-070 137-179
R1 138-210 138-210 137-105 138-052
PP 137-215 137-215 137-215 137-136
S1 136-035 136-035 136-275 135-198
S2 135-040 135-040 136-201
S3 132-185 133-180 136-126
S4 130-010 131-005 135-222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-075 136-220 2-175 1.9% 0-224 0.5% 16% False True 1,418,878
10 139-075 136-220 2-175 1.9% 0-181 0.4% 16% False True 1,543,942
20 139-135 136-220 2-235 2.0% 0-162 0.4% 15% False True 829,060
40 139-160 136-220 2-260 2.1% 0-160 0.4% 14% False True 418,213
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 143-106
2.618 141-085
1.618 140-000
1.000 139-070
0.618 138-235
HIGH 137-305
0.618 137-150
0.500 137-102
0.382 137-055
LOW 136-220
0.618 135-290
1.000 135-135
1.618 134-205
2.618 133-120
4.250 131-099
Fisher Pivots for day following 05-Jun-2020
Pivot 1 day 3 day
R1 137-102 137-250
PP 137-078 137-177
S1 137-054 137-103

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

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