ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 26-May-2020
Day Change Summary
Previous Current
22-May-2020 26-May-2020 Change Change % Previous Week
Open 138-250 138-300 0-050 0.1% 139-035
High 139-045 138-315 -0-050 -0.1% 139-050
Low 138-245 138-170 -0-075 -0.2% 138-090
Close 138-285 138-220 -0-065 -0.1% 138-285
Range 0-120 0-145 0-025 20.8% 0-280
ATR 0-159 0-158 -0-001 -0.6% 0-000
Volume 730,187 2,793,974 2,063,787 282.6% 1,692,518
Daily Pivots for day following 26-May-2020
Classic Woodie Camarilla DeMark
R4 140-030 139-270 138-300
R3 139-205 139-125 138-260
R2 139-060 139-060 138-247
R1 138-300 138-300 138-233 138-268
PP 138-235 138-235 138-235 138-219
S1 138-155 138-155 138-207 138-122
S2 138-090 138-090 138-193
S3 137-265 138-010 138-180
S4 137-120 137-185 138-140
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
5 139-045 138-100 0-265 0.6% 0-120 0.3% 45% False False 877,424
10 139-135 138-090 1-045 0.8% 0-138 0.3% 36% False False 461,548
20 139-135 137-305 1-150 1.1% 0-154 0.3% 50% False False 237,113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-021
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 140-291
2.618 140-055
1.618 139-230
1.000 139-140
0.618 139-085
HIGH 138-315
0.618 138-260
0.500 138-242
0.382 138-225
LOW 138-170
0.618 138-080
1.000 138-025
1.618 137-255
2.618 137-110
4.250 136-194
Fisher Pivots for day following 26-May-2020
Pivot 1 day 3 day
R1 138-242 138-268
PP 138-235 138-252
S1 138-228 138-236

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

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