ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 20-May-2020

Day Change Summary
	Previous	Current
	19-May-2020	20-May-2020	Change	Change %	Previous Week
Open	138-130	138-260	0-130	0.3%	138-210
High	138-245	138-280	0-035	0.1%	139-135
Low	138-100	138-160	0-060	0.1%	138-105
Close	138-185	138-250	0-065	0.1%	139-030
Range	0-145	0-120	-0-025	-17.2%	1-030
ATR	0-172	0-169	-0-004	-2.2%	0-000
Volume	130,187	223,571	93,384	71.7%	160,171

Daily Pivots for day following 20-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-270	139-220	138-316
R3	139-150	139-100	138-283
R2	139-030	139-030	138-272
R1	138-300	138-300	138-261	138-265
PP	138-230	138-230	138-230	138-212
S1	138-180	138-180	138-239	138-145
S2	138-110	138-110	138-228
S3	137-310	138-060	138-217
S4	137-190	137-260	138-184

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%	0-157	0.4%	44%	False	False	105,532
10	139-135	138-080	1-055	0.8%	0-164	0.4%	45%	False	False	64,636
20	139-135	137-305	1-150	1.1%	0-153	0.3%	56%	False	False	35,762

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	0-037
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	140-150
2.618	139-274
1.618	139-154
1.000	139-080
0.618	139-034
HIGH	138-280
0.618	138-234
0.500	138-220
0.382	138-206
LOW	138-160
0.618	138-086
1.000	138-040
1.618	137-286
2.618	137-166
4.250	136-290

Fisher Pivots for day following 20-May-2020
Pivot	1 day	3 day
R1	138-240	138-243
PP	138-230	138-237
S1	138-220	138-230

Download as Excel Spreadsheet

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

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