ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 28-May-2020

Day Change Summary
	Previous	Current
	27-May-2020	28-May-2020	Change	Change %	Previous Week
Open	138-230	138-250	0-020	0.0%	139-035
High	139-010	138-300	-0-030	-0.1%	139-050
Low	138-135	138-185	0-050	0.1%	138-090
Close	138-270	138-210	-0-060	-0.1%	138-285
Range	0-195	0-115	-0-080	-41.0%	0-280
ATR	0-160	0-157	-0-003	-2.0%	0-000
Volume	1,983,215	1,277,073	-706,142	-35.6%	1,692,518

Daily Pivots for day following 28-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-257	139-188	138-273
R3	139-142	139-073	138-242
R2	139-027	139-027	138-231
R1	138-278	138-278	138-221	138-255
PP	138-232	138-232	138-232	138-220
S1	138-163	138-163	138-199	138-140
S2	138-117	138-117	138-189
S3	138-002	138-048	138-178
S4	137-207	137-253	138-147

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%	0-129	0.3%	33%	False	False	1,458,730
10	139-135	138-090	1-045	0.8%	0-143	0.3%	33%	False	False	782,131
20	139-135	137-305	1-150	1.1%	0-152	0.3%	48%	False	False	399,762

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	140-149
2.618	139-281
1.618	139-166
1.000	139-095
0.618	139-051
HIGH	138-300
0.618	138-256
0.500	138-242
0.382	138-229
LOW	138-185
0.618	138-114
1.000	138-070
1.618	137-319
2.618	137-204
4.250	137-016

Fisher Pivots for day following 28-May-2020
Pivot	1 day	3 day
R1	138-242	138-232
PP	138-232	138-225
S1	138-221	138-218

Download as Excel Spreadsheet

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

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