ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 03-Jun-2020

Day Change Summary
	Previous	Current
	02-Jun-2020	03-Jun-2020	Change	Change %	Previous Week
Open	139-000	138-270	-0-050	-0.1%	138-300
High	139-035	138-280	-0-075	-0.2%	139-035
Low	138-250	138-035	-0-215	-0.5%	138-135
Close	138-275	138-060	-0-215	-0.5%	139-020
Range	0-105	0-245	0-140	133.3%	0-220
ATR	0-152	0-158	0-007	4.4%	0-000
Volume	832,718	1,441,032	608,314	73.1%	7,614,845

Daily Pivots for day following 03-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-220	140-065	138-195
R3	139-295	139-140	138-127
R2	139-050	139-050	138-105
R1	138-215	138-215	138-082	138-170
PP	138-125	138-125	138-125	138-102
S1	137-290	137-290	138-038	137-245
S2	137-200	137-200	138-015
S3	136-275	137-045	137-313
S4	136-030	136-120	137-245

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	138-035	1-040	0.8%	0-145	0.3%	7%	False	True	1,204,157
10	139-075	138-035	1-040	0.8%	0-138	0.3%	7%	False	True	1,226,094
20	139-135	137-305	1-150	1.1%	0-155	0.3%	16%	False	False	634,808
40	139-160	137-135	2-025	1.5%	0-156	0.4%	37%	False	False	320,432

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 11 trading days

Fibonacci Retracements and Extensions
4.250	142-041
2.618	140-281
1.618	140-036
1.000	139-205
0.618	139-111
HIGH	138-280
0.618	138-186
0.500	138-158
0.382	138-129
LOW	138-035
0.618	137-204
1.000	137-110
1.618	136-279
2.618	136-034
4.250	134-274

Fisher Pivots for day following 03-Jun-2020
Pivot	1 day	3 day
R1	138-158	138-215
PP	138-125	138-163
S1	138-092	138-112

Download as Excel Spreadsheet

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

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