ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 08-Jun-2020

Day Change Summary
	Previous	Current
	05-Jun-2020	08-Jun-2020	Change	Change %	Previous Week
Open	137-240	137-035	-0-205	-0.5%	139-040
High	137-305	137-155	-0-150	-0.3%	139-075
Low	136-220	136-300	0-080	0.2%	136-220
Close	137-030	137-095	0-065	0.1%	137-030
Range	1-085	0-175	-0-230	-56.8%	2-175
ATR	0-180	0-180	0-000	-0.2%	0-000
Volume	2,211,585	950,189	-1,261,396	-57.0%	7,094,390

Daily Pivots for day following 08-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	138-282	138-203	137-191
R3	138-107	138-028	137-143
R2	137-252	137-252	137-127
R1	137-173	137-173	137-111	137-212
PP	137-077	137-077	137-077	137-096
S1	136-318	136-318	137-079	137-038
S2	136-222	136-222	137-063
S3	136-047	136-143	137-047
S4	135-192	135-288	136-319

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	139-035	136-220	2-135	1.8%	0-230	0.5%	25%	False	False	1,427,039
10	139-075	136-220	2-175	1.9%	0-186	0.4%	24%	False	False	1,565,942
20	139-135	136-220	2-235	2.0%	0-162	0.4%	22%	False	False	875,605
40	139-160	136-220	2-260	2.0%	0-162	0.4%	22%	False	False	441,968

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	139-259
2.618	138-293
1.618	138-118
1.000	138-010
0.618	137-263
HIGH	137-155
0.618	137-088
0.500	137-068
0.382	137-047
LOW	136-300
0.618	136-192
1.000	136-125
1.618	136-017
2.618	135-162
4.250	134-196

Fisher Pivots for day following 08-Jun-2020
Pivot	1 day	3 day
R1	137-086	137-170
PP	137-077	137-145
S1	137-068	137-120

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

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