ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 21-May-2020

Day Change Summary
	Previous	Current
	20-May-2020	21-May-2020	Change	Change %	Previous Week
Open	138-260	138-230	-0-030	-0.1%	138-210
High	138-280	138-300	0-020	0.0%	139-135
Low	138-160	138-230	0-070	0.2%	138-105
Close	138-250	138-250	0-000	0.0%	139-030
Range	0-120	0-070	-0-050	-41.7%	1-030
ATR	0-169	0-162	-0-007	-4.2%	0-000
Volume	223,571	509,205	285,634	127.8%	160,171

Daily Pivots for day following 21-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-150	139-110	138-288
R3	139-080	139-040	138-269
R2	139-010	139-010	138-263
R1	138-290	138-290	138-256	138-310
PP	138-260	138-260	138-260	138-270
S1	138-220	138-220	138-244	138-240
S2	138-190	138-190	138-237
S3	138-120	138-150	138-231
S4	138-050	138-080	138-212

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%	0-149	0.3%	44%	False	False	199,919
10	139-135	138-090	1-045	0.8%	0-144	0.3%	44%	False	False	114,178
20	139-135	137-305	1-150	1.1%	0-152	0.3%	56%	False	False	61,121

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	0-032
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	139-278
2.618	139-163
1.618	139-093
1.000	139-050
0.618	139-023
HIGH	138-300
0.618	138-273
0.500	138-265
0.382	138-257
LOW	138-230
0.618	138-187
1.000	138-160
1.618	138-117
2.618	138-047
4.250	137-252

Fisher Pivots for day following 21-May-2020
Pivot	1 day	3 day
R1	138-265	138-233
PP	138-260	138-217
S1	138-255	138-200

Download as Excel Spreadsheet

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

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