ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 13-May-2020

Day Change Summary
	Previous	Current
	12-May-2020	13-May-2020	Change	Change %	Previous Week
Open	138-160	138-275	0-115	0.3%	138-275
High	138-270	139-025	0-075	0.2%	139-080
Low	138-105	138-255	0-150	0.3%	137-305
Close	138-225	138-315	0-090	0.2%	138-225
Range	0-165	0-090	-0-075	-45.5%	1-095
ATR	0-178	0-174	-0-004	-2.3%	0-000
Volume	29,963	24,491	-5,472	-18.3%	71,821

Daily Pivots for day following 13-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-255	139-215	139-044
R3	139-165	139-125	139-020
R2	139-075	139-075	139-012
R1	139-035	139-035	139-003	139-055
PP	138-305	138-305	138-305	138-315
S1	138-265	138-265	138-307	138-285
S2	138-215	138-215	138-298
S3	138-125	138-175	138-290
S4	138-035	138-085	138-266

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	138-080	1-000	0.7%	0-172	0.4%	73%	False	False	23,741
10	139-080	137-305	1-095	0.9%	0-162	0.4%	80%	False	False	17,393
20	139-160	137-305	1-175	1.1%	0-160	0.4%	67%	False	False	10,793

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-044
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	140-088
2.618	139-261
1.618	139-171
1.000	139-115
0.618	139-081
HIGH	139-025
0.618	138-311
0.500	138-300
0.382	138-289
LOW	138-255
0.618	138-199
1.000	138-165
1.618	138-109
2.618	138-019
4.250	137-192

Fisher Pivots for day following 13-May-2020
Pivot	1 day	3 day
R1	138-310	138-285
PP	138-305	138-255
S1	138-300	138-225

Download as Excel Spreadsheet

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

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