ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 12-May-2020
Day Change Summary
Previous Current
11-May-2020 12-May-2020 Change Change % Previous Week
Open 138-210 138-160 -0-050 -0.1% 138-275
High 138-255 138-270 0-015 0.0% 139-080
Low 138-120 138-105 -0-015 0.0% 137-305
Close 138-120 138-225 0-105 0.2% 138-225
Range 0-135 0-165 0-030 22.2% 1-095
ATR 0-179 0-178 -0-001 -0.6% 0-000
Volume 31,179 29,963 -1,216 -3.9% 71,821
Daily Pivots for day following 12-May-2020
Classic Woodie Camarilla DeMark
R4 140-055 139-305 138-316
R3 139-210 139-140 138-270
R2 139-045 139-045 138-255
R1 138-295 138-295 138-240 139-010
PP 138-200 138-200 138-200 138-218
S1 138-130 138-130 138-210 138-165
S2 138-035 138-035 138-195
S3 137-190 137-285 138-180
S4 137-025 137-120 138-134
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% 0-193 0.4% 58% False False 21,327
10 139-080 137-305 1-095 0.9% 0-168 0.4% 58% False False 15,268
20 139-160 137-305 1-175 1.1% 0-165 0.4% 48% False False 10,419
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-047
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141-011
2.618 140-062
1.618 139-217
1.000 139-115
0.618 139-052
HIGH 138-270
0.618 138-207
0.500 138-188
0.382 138-168
LOW 138-105
0.618 138-003
1.000 137-260
1.618 137-158
2.618 136-313
4.250 136-044
Fisher Pivots for day following 12-May-2020
Pivot 1 day 3 day
R1 138-212 138-252
PP 138-200 138-243
S1 138-188 138-234

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

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