ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 01-Jun-2020

Day Change Summary
	Previous	Current
	29-May-2020	01-Jun-2020	Change	Change %	Previous Week
Open	138-245	139-040	0-115	0.3%	138-300
High	139-035	139-075	0-040	0.1%	139-035
Low	138-240	138-250	0-010	0.0%	138-135
Close	139-020	139-005	-0-015	0.0%	139-020
Range	0-115	0-145	0-030	26.1%	0-220
ATR	0-156	0-155	-0-001	-0.5%	0-000
Volume	1,560,583	909,383	-651,200	-41.7%	7,614,845

Daily Pivots for day following 01-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-118	140-047	139-085
R3	139-293	139-222	139-045
R2	139-148	139-148	139-032
R1	139-077	139-077	139-018	139-040
PP	139-003	139-003	139-003	138-305
S1	138-252	138-252	138-312	138-215
S2	138-178	138-178	138-298
S3	138-033	138-107	138-285
S4	137-208	137-282	138-245

Weekly Pivots for week ending 29-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-297	140-218	139-141
R3	140-077	139-318	139-080
R2	139-177	139-177	139-060
R1	139-098	139-098	139-040	139-138
PP	138-277	138-277	138-277	138-296
S1	138-198	138-198	139-000	138-238
S2	138-057	138-057	138-300
S3	137-157	137-298	138-280
S4	136-257	137-078	138-219

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-075	138-135	0-260	0.6%	0-143	0.3%	73%	True	False	1,704,845
10	139-075	138-090	0-305	0.7%	0-145	0.3%	77%	True	False	1,021,674
20	139-135	137-305	1-150	1.1%	0-150	0.3%	72%	False	False	522,436

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	141-051
2.618	140-135
1.618	139-310
1.000	139-220
0.618	139-165
HIGH	139-075
0.618	139-020
0.500	139-002
0.382	138-305
LOW	138-250
0.618	138-160
1.000	138-105
1.618	138-015
2.618	137-190
4.250	136-274

Fisher Pivots for day following 01-Jun-2020
Pivot	1 day	3 day
R1	139-004	138-313
PP	139-003	138-302
S1	139-002	138-290

Download as Excel Spreadsheet

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

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