ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 11-May-2020
Day Change Summary
Previous Current
08-May-2020 11-May-2020 Change Change % Previous Week
Open 138-295 138-210 -0-085 -0.2% 138-275
High 139-080 138-255 -0-145 -0.3% 139-080
Low 138-205 138-120 -0-085 -0.2% 137-305
Close 138-225 138-120 -0-105 -0.2% 138-225
Range 0-195 0-135 -0-060 -30.8% 1-095
ATR 0-182 0-179 -0-003 -1.9% 0-000
Volume 19,280 31,179 11,899 61.7% 71,821
Daily Pivots for day following 11-May-2020
Classic Woodie Camarilla DeMark
R4 139-250 139-160 138-194
R3 139-115 139-025 138-157
R2 138-300 138-300 138-145
R1 138-210 138-210 138-132 138-188
PP 138-165 138-165 138-165 138-154
S1 138-075 138-075 138-108 138-052
S2 138-030 138-030 138-095
S3 137-215 137-260 138-083
S4 137-080 137-125 138-046
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 142-168 141-292 139-133
R3 141-073 140-197 139-019
R2 139-298 139-298 138-301
R1 139-102 139-102 138-263 138-312
PP 138-203 138-203 138-203 138-149
S1 138-007 138-007 138-187 137-218
S2 137-108 137-108 138-149
S3 136-013 136-232 138-111
S4 134-238 135-137 137-317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-080 137-305 1-095 0.9% 0-182 0.4% 33% False False 18,415
10 139-080 137-305 1-095 0.9% 0-170 0.4% 33% False False 12,679
20 139-160 137-195 1-285 1.4% 0-165 0.4% 40% False False 9,889
Crabel Price Patterns
NR True
NR4 True
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 0-048
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 140-189
2.618 139-288
1.618 139-153
1.000 139-070
0.618 139-018
HIGH 138-255
0.618 138-203
0.500 138-188
0.382 138-172
LOW 138-120
0.618 138-037
1.000 137-305
1.618 137-222
2.618 137-087
4.250 136-186
Fisher Pivots for day following 11-May-2020
Pivot 1 day 3 day
R1 138-188 138-240
PP 138-165 138-200
S1 138-142 138-160

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

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