ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 17-Jun-2020

Day Change Summary
	Previous	Current
	16-Jun-2020	17-Jun-2020	Change	Change %	Previous Week
Open	138-180	138-140	-0-040	-0.1%	137-035
High	138-220	138-215	-0-005	0.0%	139-030
Low	138-070	138-115	0-045	0.1%	136-300
Close	138-140	138-190	0-050	0.1%	138-235
Range	0-150	0-100	-0-050	-33.3%	2-050
ATR	0-186	0-180	-0-006	-3.3%	0-000
Volume	1,553,819	974,149	-579,670	-37.3%	6,184,144

Daily Pivots for day following 17-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-153	139-112	138-245
R3	139-053	139-012	138-218
R2	138-273	138-273	138-208
R1	138-232	138-232	138-199	138-252
PP	138-173	138-173	138-173	138-184
S1	138-132	138-132	138-181	138-152
S2	138-073	138-073	138-172
S3	137-293	138-032	138-162
S4	137-193	137-252	138-135

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	138-070	0-280	0.6%	0-143	0.3%	43%	False	False	1,232,395
10	139-030	136-220	2-130	1.7%	0-202	0.5%	79%	False	False	1,368,036
20	139-075	136-220	2-175	1.8%	0-170	0.4%	75%	False	False	1,297,065
40	139-135	136-220	2-235	2.0%	0-164	0.4%	70%	False	False	660,996

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-036
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	140-000
2.618	139-157
1.618	139-057
1.000	138-315
0.618	138-277
HIGH	138-215
0.618	138-177
0.500	138-165
0.382	138-153
LOW	138-115
0.618	138-053
1.000	138-015
1.618	137-273
2.618	137-173
4.250	137-010

Fisher Pivots for day following 17-Jun-2020
Pivot	1 day	3 day
R1	138-182	138-210
PP	138-173	138-203
S1	138-165	138-197

Download as Excel Spreadsheet

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

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