ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 09-Jun-2020

Day Change Summary
	Previous	Current
	08-Jun-2020	09-Jun-2020	Change	Change %	Previous Week
Open	137-035	137-110	0-075	0.2%	139-040
High	137-155	137-290	0-135	0.3%	139-075
Low	136-300	137-105	0-125	0.3%	136-220
Close	137-095	137-230	0-135	0.3%	137-030
Range	0-175	0-185	0-010	5.7%	2-175
ATR	0-180	0-181	0-001	0.6%	0-000
Volume	950,189	1,256,988	306,799	32.3%	7,094,390

Daily Pivots for day following 09-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-123	139-042	138-012
R3	138-258	138-177	137-281
R2	138-073	138-073	137-264
R1	137-312	137-312	137-247	138-032
PP	137-208	137-208	137-208	137-229
S1	137-127	137-127	137-213	137-168
S2	137-023	137-023	137-196
S3	136-158	136-262	137-179
S4	135-293	136-077	137-128

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	138-280	136-220	2-060	1.6%	0-246	0.6%	47%	False	False	1,511,893
10	139-075	136-220	2-175	1.8%	0-190	0.4%	40%	False	False	1,412,243
20	139-135	136-220	2-235	2.0%	0-164	0.4%	38%	False	False	936,896
40	139-160	136-220	2-260	2.0%	0-164	0.4%	37%	False	False	473,392

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140-116
2.618	139-134
1.618	138-269
1.000	138-155
0.618	138-084
HIGH	137-290
0.618	137-219
0.500	137-198
0.382	137-176
LOW	137-105
0.618	136-311
1.000	136-240
1.618	136-126
2.618	135-261
4.250	134-279

Fisher Pivots for day following 09-Jun-2020
Pivot	1 day	3 day
R1	137-219	137-188
PP	137-208	137-145
S1	137-198	137-102

Download as Excel Spreadsheet

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

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