ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 10-Jun-2020

Day Change Summary
	Previous	Current
	09-Jun-2020	10-Jun-2020	Change	Change %	Previous Week
Open	137-110	137-240	0-130	0.3%	139-040
High	137-290	138-215	0-245	0.6%	139-075
Low	137-105	137-220	0-115	0.3%	136-220
Close	137-230	138-155	0-245	0.6%	137-030
Range	0-185	0-315	0-130	70.3%	2-175
ATR	0-181	0-190	0-010	5.3%	0-000
Volume	1,256,988	1,399,954	142,966	11.4%	7,094,390

Daily Pivots for day following 10-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-075	140-270	139-008
R3	140-080	139-275	138-242
R2	139-085	139-085	138-213
R1	138-280	138-280	138-184	139-022
PP	138-090	138-090	138-090	138-121
S1	137-285	137-285	138-126	138-028
S2	137-095	137-095	138-097
S3	136-100	136-290	138-068
S4	135-105	135-295	137-302

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	138-215	136-220	1-315	1.4%	0-260	0.6%	91%	True	False	1,503,677
10	139-075	136-220	2-175	1.8%	0-202	0.5%	71%	False	False	1,353,917
20	139-135	136-220	2-235	2.0%	0-172	0.4%	66%	False	False	1,005,395
40	139-160	136-220	2-260	2.0%	0-168	0.4%	64%	False	False	507,907

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	0-031
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	142-274
2.618	141-080
1.618	140-085
1.000	139-210
0.618	139-090
HIGH	138-215
0.618	138-095
0.500	138-058
0.382	138-020
LOW	137-220
0.618	137-025
1.000	136-225
1.618	136-030
2.618	135-035
4.250	133-161

Fisher Pivots for day following 10-Jun-2020
Pivot	1 day	3 day
R1	138-122	138-082
PP	138-090	138-010
S1	138-058	137-258

Download as Excel Spreadsheet

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

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