ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 14-May-2020

Day Change Summary
	Previous	Current
	13-May-2020	14-May-2020	Change	Change %	Previous Week
Open	138-275	138-305	0-030	0.1%	138-275
High	139-025	139-085	0-060	0.1%	139-080
Low	138-255	138-295	0-040	0.1%	137-305
Close	138-315	139-060	0-065	0.1%	138-225
Range	0-090	0-110	0-020	22.2%	1-095
ATR	0-174	0-169	-0-005	-2.6%	0-000
Volume	24,491	37,272	12,781	52.2%	71,821

Daily Pivots for day following 14-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-050	140-005	139-120
R3	139-260	139-215	139-090
R2	139-150	139-150	139-080
R1	139-105	139-105	139-070	139-128
PP	139-040	139-040	139-040	139-051
S1	138-315	138-315	139-050	139-018
S2	138-250	138-250	139-040
S3	138-140	138-205	139-030
S4	138-030	138-095	139-000

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	139-085	138-105	0-300	0.7%	0-139	0.3%	92%	True	False	28,437
10	139-085	137-305	1-100	0.9%	0-154	0.3%	94%	True	False	20,256
20	139-160	137-305	1-175	1.1%	0-159	0.4%	80%	False	False	12,395

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140-232
2.618	140-053
1.618	139-263
1.000	139-195
0.618	139-153
HIGH	139-085
0.618	139-043
0.500	139-030
0.382	139-017
LOW	138-295
0.618	138-227
1.000	138-185
1.618	138-117
2.618	138-007
4.250	137-148

Fisher Pivots for day following 14-May-2020
Pivot	1 day	3 day
R1	139-050	139-018
PP	139-040	138-297
S1	139-030	138-255

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols