ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 18-May-2020

Day Change Summary
	Previous	Current
	15-May-2020	18-May-2020	Change	Change %	Previous Week
Open	139-045	139-035	-0-010	0.0%	138-210
High	139-135	139-050	-0-085	-0.2%	139-135
Low	139-005	138-090	-0-235	-0.5%	138-105
Close	139-030	138-100	-0-250	-0.6%	139-030
Range	0-130	0-280	0-150	115.4%	1-030
ATR	0-166	0-174	0-008	4.9%	0-000
Volume	37,266	99,368	62,102	166.6%	160,171

Daily Pivots for day following 18-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-067	140-203	138-254
R3	140-107	139-243	138-177
R2	139-147	139-147	138-151
R1	138-283	138-283	138-126	138-235
PP	138-187	138-187	138-187	138-162
S1	138-003	138-003	138-074	137-275
S2	137-227	137-227	138-049
S3	136-267	137-043	138-023
S4	135-307	136-083	137-266

Weekly Pivots for week ending 15-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	142-073	141-242	139-222
R3	141-043	140-212	139-126
R2	140-013	140-013	139-094
R1	139-182	139-182	139-062	139-258
PP	138-303	138-303	138-303	139-021
S1	138-152	138-152	138-318	138-228
S2	137-273	137-273	138-286
S3	136-243	137-122	138-254
S4	135-213	136-092	138-158

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-135	138-090	1-045	0.8%	0-155	0.4%	3%	False	True	45,672
10	139-135	137-305	1-150	1.1%	0-168	0.4%	24%	False	False	32,043
20	139-160	137-305	1-175	1.1%	0-161	0.4%	23%	False	False	18,467

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	142-280
2.618	141-143
1.618	140-183
1.000	140-010
0.618	139-223
HIGH	139-050
0.618	138-263
0.500	138-230
0.382	138-197
LOW	138-090
0.618	137-237
1.000	137-130
1.618	136-277
2.618	135-317
4.250	134-180

Fisher Pivots for day following 18-May-2020
Pivot	1 day	3 day
R1	138-230	138-272
PP	138-187	138-215
S1	138-143	138-158

Download as Excel Spreadsheet

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

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