ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 15-Jun-2020

Day Change Summary
	Previous	Current
	12-Jun-2020	15-Jun-2020	Change	Change %	Previous Week
Open	138-285	138-265	-0-020	0.0%	137-035
High	138-310	139-030	0-040	0.1%	139-030
Low	138-180	138-170	-0-010	0.0%	136-300
Close	138-235	138-235	0-000	0.0%	138-235
Range	0-130	0-180	0-050	38.5%	2-050
ATR	0-188	0-188	-0-001	-0.3%	0-000
Volume	1,110,376	1,056,998	-53,378	-4.8%	6,184,144

Daily Pivots for day following 15-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-152	140-053	139-014
R3	139-292	139-193	138-284
R2	139-112	139-112	138-268
R1	139-013	139-013	138-252	138-292
PP	138-252	138-252	138-252	138-231
S1	138-153	138-153	138-218	138-112
S2	138-072	138-072	138-202
S3	137-212	137-293	138-186
S4	137-032	137-113	138-136

Weekly Pivots for week ending 12-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	144-232	143-283	139-294
R3	142-182	141-233	139-105
R2	140-132	140-132	139-042
R1	139-183	139-183	138-298	139-318
PP	138-082	138-082	138-082	138-149
S1	137-133	137-133	138-172	137-268
S2	136-032	136-032	138-108
S3	133-302	135-083	138-045
S4	131-252	133-033	137-176

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-030	137-105	1-245	1.3%	0-193	0.4%	80%	True	False	1,258,190
10	139-035	136-220	2-135	1.7%	0-212	0.5%	85%	False	False	1,342,614
20	139-075	136-220	2-175	1.8%	0-178	0.4%	80%	False	False	1,182,144
40	139-160	136-220	2-260	2.0%	0-165	0.4%	73%	False	False	597,994

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	141-155
2.618	140-181
1.618	140-001
1.000	139-210
0.618	139-141
HIGH	139-030
0.618	138-281
0.500	138-260
0.382	138-239
LOW	138-170
0.618	138-059
1.000	137-310
1.618	137-199
2.618	137-019
4.250	136-045

Fisher Pivots for day following 15-Jun-2020
Pivot	1 day	3 day
R1	138-260	138-260
PP	138-252	138-252
S1	138-243	138-243

Download as Excel Spreadsheet

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

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