ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 27-May-2020

Day Change Summary
	Previous	Current
	26-May-2020	27-May-2020	Change	Change %	Previous Week
Open	138-300	138-230	-0-070	-0.2%	139-035
High	138-315	139-010	0-015	0.0%	139-050
Low	138-170	138-135	-0-035	-0.1%	138-090
Close	138-220	138-270	0-050	0.1%	138-285
Range	0-145	0-195	0-050	34.5%	0-280
ATR	0-158	0-160	0-003	1.7%	0-000
Volume	2,793,974	1,983,215	-810,759	-29.0%	1,692,518

Daily Pivots for day following 27-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-190	140-105	139-057
R3	139-315	139-230	139-004
R2	139-120	139-120	138-306
R1	139-035	139-035	138-288	139-078
PP	138-245	138-245	138-245	138-266
S1	138-160	138-160	138-252	138-202
S2	138-050	138-050	138-234
S3	137-175	137-285	138-216
S4	136-300	137-090	138-163

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	138-135	0-230	0.5%	0-130	0.3%	59%	False	True	1,248,030
10	139-135	138-090	1-045	0.8%	0-140	0.3%	49%	False	False	656,873
20	139-135	137-305	1-150	1.1%	0-154	0.3%	61%	False	False	336,070

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	141-199
2.618	140-201
1.618	140-006
1.000	139-205
0.618	139-131
HIGH	139-010
0.618	138-256
0.500	138-232
0.382	138-209
LOW	138-135
0.618	138-014
1.000	137-260
1.618	137-139
2.618	136-264
4.250	135-266

Fisher Pivots for day following 27-May-2020
Pivot	1 day	3 day
R1	138-258	138-263
PP	138-245	138-257
S1	138-232	138-250

Download as Excel Spreadsheet

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

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