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

Download as Excel Spreadsheet

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

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