ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 01-May-2020
Day Change Summary
Previous Current
30-Apr-2020 01-May-2020 Change Change % Previous Week
Open 138-240 138-260 0-020 0.0% 138-270
High 139-045 139-010 -0-035 -0.1% 139-045
Low 138-185 138-200 0-015 0.0% 138-105
Close 138-270 138-205 -0-065 -0.1% 138-205
Range 0-180 0-130 -0-050 -27.8% 0-260
ATR 0-182 0-178 -0-004 -2.0% 0-000
Volume 8,637 7,840 -797 -9.2% 26,050
Daily Pivots for day following 01-May-2020
Classic Woodie Camarilla DeMark
R4 139-315 139-230 138-276
R3 139-185 139-100 138-241
R2 139-055 139-055 138-229
R1 138-290 138-290 138-217 138-268
PP 138-245 138-245 138-245 138-234
S1 138-160 138-160 138-193 138-138
S2 138-115 138-115 138-181
S3 137-305 138-030 138-169
S4 137-175 137-220 138-134
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 141-045 140-225 139-028
R3 140-105 139-285 138-276
R2 139-165 139-165 138-253
R1 139-025 139-025 138-229 138-285
PP 138-225 138-225 138-225 138-195
S1 138-085 138-085 138-181 138-025
S2 137-285 137-285 138-157
S3 137-025 137-145 138-134
S4 136-085 136-205 138-062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-045 138-105 0-260 0.6% 0-159 0.4% 38% False False 5,210
10 139-160 138-105 1-055 0.8% 0-148 0.3% 27% False False 4,490
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-042
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 140-242
2.618 140-030
1.618 139-220
1.000 139-140
0.618 139-090
HIGH 139-010
0.618 138-280
0.500 138-265
0.382 138-250
LOW 138-200
0.618 138-120
1.000 138-070
1.618 137-310
2.618 137-180
4.250 136-288
Fisher Pivots for day following 01-May-2020
Pivot 1 day 3 day
R1 138-265 138-275
PP 138-245 138-252
S1 138-225 138-228

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

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