ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 22-May-2020

Day Change Summary
	Previous	Current
	21-May-2020	22-May-2020	Change	Change %	Previous Week
Open	138-230	138-250	0-020	0.0%	139-035
High	138-300	139-045	0-065	0.1%	139-050
Low	138-230	138-245	0-015	0.0%	138-090
Close	138-250	138-285	0-035	0.1%	138-285
Range	0-070	0-120	0-050	71.4%	0-280
ATR	0-162	0-159	-0-003	-1.8%	0-000
Volume	509,205	730,187	220,982	43.4%	1,692,518

Daily Pivots for day following 22-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-018	139-272	139-031
R3	139-218	139-152	138-318
R2	139-098	139-098	138-307
R1	139-032	139-032	138-296	139-065
PP	138-298	138-298	138-298	138-315
S1	138-232	138-232	138-274	138-265
S2	138-178	138-178	138-263
S3	138-058	138-112	138-252
S4	137-258	137-312	138-219

Weekly Pivots for week ending 22-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-128	141-007	139-119
R3	140-168	140-047	139-042
R2	139-208	139-208	139-016
R1	139-087	139-087	138-311	139-008
PP	138-248	138-248	138-248	138-209
S1	138-127	138-127	138-259	138-048
S2	137-288	137-288	138-234
S3	137-008	137-167	138-208
S4	136-048	136-207	138-131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-050	138-090	0-280	0.6%	0-147	0.3%	70%	False	False	338,503
10	139-135	138-090	1-045	0.8%	0-136	0.3%	53%	False	False	185,268
20	139-135	137-305	1-150	1.1%	0-154	0.3%	64%	False	False	97,528

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140-235
2.618	140-039
1.618	139-239
1.000	139-165
0.618	139-119
HIGH	139-045
0.618	138-319
0.500	138-305
0.382	138-291
LOW	138-245
0.618	138-171
1.000	138-125
1.618	138-051
2.618	137-251
4.250	137-055

Fisher Pivots for day following 22-May-2020
Pivot	1 day	3 day
R1	138-305	138-278
PP	138-298	138-270
S1	138-292	138-262

Download as Excel Spreadsheet

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

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