ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 04-Jun-2020
Day Change Summary
Previous Current
03-Jun-2020 04-Jun-2020 Change Change % Previous Week
Open 138-270 138-090 -0-180 -0.4% 138-300
High 138-280 138-120 -0-160 -0.4% 139-035
Low 138-035 137-220 -0-135 -0.3% 138-135
Close 138-060 137-255 -0-125 -0.3% 139-020
Range 0-245 0-220 -0-025 -10.2% 0-220
ATR 0-158 0-163 0-004 2.8% 0-000
Volume 1,441,032 1,699,672 258,640 17.9% 7,614,845
Daily Pivots for day following 04-Jun-2020
Classic Woodie Camarilla DeMark
R4 140-005 139-190 138-056
R3 139-105 138-290 137-316
R2 138-205 138-205 137-295
R1 138-070 138-070 137-275 138-028
PP 137-305 137-305 137-305 137-284
S1 137-170 137-170 137-235 137-128
S2 137-085 137-085 137-215
S3 136-185 136-270 137-194
S4 135-285 136-050 137-134
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
5 139-075 137-220 1-175 1.1% 0-166 0.4% 7% False True 1,288,677
10 139-075 137-220 1-175 1.1% 0-148 0.3% 7% False True 1,373,704
20 139-135 137-220 1-235 1.3% 0-156 0.4% 6% False True 719,170
40 139-160 137-180 1-300 1.4% 0-155 0.4% 12% False False 362,924
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141-095
2.618 140-056
1.618 139-156
1.000 139-020
0.618 138-256
HIGH 138-120
0.618 138-036
0.500 138-010
0.382 137-304
LOW 137-220
0.618 137-084
1.000 137-000
1.618 136-184
2.618 135-284
4.250 134-245
Fisher Pivots for day following 04-Jun-2020
Pivot 1 day 3 day
R1 138-010 138-128
PP 137-305 138-063
S1 137-280 137-319

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

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