ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 29-Apr-2020
Day Change Summary
Previous Current
28-Apr-2020 29-Apr-2020 Change Change % Previous Week
Open 138-170 138-245 0-075 0.2% 138-285
High 138-285 139-030 0-065 0.1% 139-160
Low 138-105 138-195 0-090 0.2% 138-205
Close 138-260 138-240 -0-020 0.0% 138-290
Range 0-180 0-155 -0-025 -13.9% 0-275
ATR 0-184 0-182 -0-002 -1.1% 0-000
Volume 4,070 3,243 -827 -20.3% 18,854
Daily Pivots for day following 29-Apr-2020
Classic Woodie Camarilla DeMark
R4 140-087 139-318 139-005
R3 139-252 139-163 138-283
R2 139-097 139-097 138-268
R1 139-008 139-008 138-254 138-295
PP 138-262 138-262 138-262 138-245
S1 138-173 138-173 138-226 138-140
S2 138-107 138-107 138-212
S3 137-272 138-018 138-197
S4 137-117 137-183 138-155
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 141-190 141-035 139-121
R3 140-235 140-080 139-046
R2 139-280 139-280 139-020
R1 139-125 139-125 138-315 139-202
PP 139-005 139-005 139-005 139-044
S1 138-170 138-170 138-265 138-248
S2 138-050 138-050 138-240
S3 137-095 137-215 138-214
S4 136-140 136-260 138-139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-030 138-105 0-245 0.6% 0-133 0.3% 55% True False 2,730
10 139-160 138-100 1-060 0.9% 0-159 0.4% 37% False False 4,193
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141-049
2.618 140-116
1.618 139-281
1.000 139-185
0.618 139-126
HIGH 139-030
0.618 138-291
0.500 138-272
0.382 138-254
LOW 138-195
0.618 138-099
1.000 138-040
1.618 137-264
2.618 137-109
4.250 136-176
Fisher Pivots for day following 29-Apr-2020
Pivot 1 day 3 day
R1 138-272 138-236
PP 138-262 138-232
S1 138-251 138-228

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

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