ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 05-Jun-2020

Day Change Summary
	Previous	Current
	04-Jun-2020	05-Jun-2020	Change	Change %	Previous Week
Open	138-090	137-240	-0-170	-0.4%	139-040
High	138-120	137-305	-0-135	-0.3%	139-075
Low	137-220	136-220	-1-000	-0.7%	136-220
Close	137-255	137-030	-0-225	-0.5%	137-030
Range	0-220	1-085	0-185	84.1%	2-175
ATR	0-163	0-180	0-017	10.6%	0-000
Volume	1,699,672	2,211,585	511,913	30.1%	7,094,390

Daily Pivots for day following 05-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-013	140-107	137-253
R3	139-248	139-022	137-141
R2	138-163	138-163	137-104
R1	137-257	137-257	137-067	137-168
PP	137-078	137-078	137-078	137-034
S1	136-172	136-172	136-313	136-082
S2	135-313	135-313	136-276
S3	134-228	135-087	136-239
S4	133-143	134-002	136-127

Weekly Pivots for week ending 05-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	145-100	143-240	138-158
R3	142-245	141-065	137-254
R2	140-070	140-070	137-179
R1	138-210	138-210	137-105	138-052
PP	137-215	137-215	137-215	137-136
S1	136-035	136-035	136-275	135-198
S2	135-040	135-040	136-201
S3	132-185	133-180	136-126
S4	130-010	131-005	135-222

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-075	136-220	2-175	1.9%	0-224	0.5%	16%	False	True	1,418,878
10	139-075	136-220	2-175	1.9%	0-181	0.4%	16%	False	True	1,543,942
20	139-135	136-220	2-235	2.0%	0-162	0.4%	15%	False	True	829,060
40	139-160	136-220	2-260	2.1%	0-160	0.4%	14%	False	True	418,213

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	0-034
Widest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	143-106
2.618	141-085
1.618	140-000
1.000	139-070
0.618	138-235
HIGH	137-305
0.618	137-150
0.500	137-102
0.382	137-055
LOW	136-220
0.618	135-290
1.000	135-135
1.618	134-205
2.618	133-120
4.250	131-099

Fisher Pivots for day following 05-Jun-2020
Pivot	1 day	3 day
R1	137-102	137-250
PP	137-078	137-177
S1	137-054	137-103

Download as Excel Spreadsheet

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

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